+1,110.1%
CCI vs NOC
+3,036.7%
-1,926.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +2.5% | +4.8% | -2.3% | +0.9% |
| 30D | +14.4% | +11.0% | +3.4% | +10.2% |
| 3M | +21.7% | -3.8% | +25.5% | +22.7% |
| 6M | +4.0% | +0.6% | +3.4% | +3.1% |
| YTD | +6.2% | -2.3% | +8.5% | +5.5% |
| 1Y | +5.4% | +0.3% | +5.2% | +3.7% |
| 3Y | +11.7% | +24.6% | -12.9% | +0.2% |
| 5Y | -35.6% | +66.0% | -101.6% | -49.2% |
| 10Y | +68.7% | +161.2% | -92.4% | +9.4% |
| All | +1,110.1% | +3,036.7% | -1,926.5% | +267.4% |
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 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