-38.5%
CBRS vs NOC
-5.4%
-33.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.1% |
| 7D | +0.5% | -1.8% | +2.2% | -0.3% |
| 30D | -18.5% | -9.4% | -9.0% | -21.9% |
| 3M | -19.4% | -3.8% | -15.5% | -23.5% |
| All | -38.5% | -5.4% | -33.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling