+19.6%
CCI vs NOC
+192.5%
-172.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -4.4% | -1.8% | -2.6% | -3.9% |
| 30D | +0.3% | -9.4% | +9.8% | +3.1% |
| 3M | -20.0% | -3.8% | -16.1% | -19.3% |
| 6M | -14.5% | -28.8% | +14.2% | -6.3% |
| YTD | -14.9% | -7.9% | -7.0% | -13.7% |
| 1Y | -17.7% | -9.0% | -8.6% | -16.4% |
| 3Y | -12.4% | +29.1% | -41.4% | -21.4% |
| 5Y | -50.1% | +58.9% | -109.1% | -59.7% |
| All | +19.6% | +192.5% | -172.9% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling