-50.3%
CCI vs NOC
+55.2%
-105.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.2% |
| 3M | -17.8% | -5.6% | -12.2% | -17.1% |
| 6M | -14.2% | -30.4% | +16.2% | -8.6% |
| YTD | -13.3% | -8.5% | -4.9% | -12.5% |
| 1Y | -16.6% | -8.3% | -8.3% | -15.9% |
| 3Y | -10.8% | +28.2% | -39.0% | -16.5% |
| 5Y | -50.3% | +56.7% | -107.0% | -55.0% |
| All | -50.3% | +55.2% | -105.5% | -55.0% |
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 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 · 6 months rolling