+7,131.2%
CB vs NOC
+6,842.9%
+288.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +0.2% | -5.8% | +6.1% | +2.1% |
| 30D | +9.1% | +10.9% | -1.8% | +5.3% |
| 3M | +3.4% | -7.1% | +10.5% | +5.6% |
| 6M | +14.1% | -5.3% | +19.4% | +15.5% |
| YTD | +18.0% | -6.8% | +24.8% | +19.1% |
| 1Y | +30.1% | -6.7% | +36.8% | +31.2% |
| 3Y | +71.8% | +17.2% | +54.6% | +58.1% |
| 5Y | +101.8% | +56.3% | +45.6% | +64.9% |
| 10Y | +252.1% | +173.7% | +78.4% | +136.0% |
| All | +7,131.2% | +6,842.9% | +288.3% | +2,076.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling