-10.2%
CCI vs NOC
+28.0%
-38.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +2.1% | -10.4% | +12.5% | +4.1% |
| 3M | -17.8% | -5.6% | -12.2% | -17.1% |
| 6M | -14.2% | -30.4% | +16.2% | -9.1% |
| YTD | -13.3% | -8.5% | -4.9% | -12.7% |
| 1Y | -16.6% | -8.3% | -8.3% | -16.1% |
| All | -10.2% | +28.0% | -38.2% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling