+895.8%
CCI vs NOC
+2,834.7%
-1,938.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.0% |
| 7D | -0.4% | -5.2% | +4.8% | +1.4% |
| 30D | +2.7% | -7.2% | +9.9% | +5.2% |
| 3M | -18.2% | -5.1% | -13.1% | -17.0% |
| 6M | -14.8% | -31.1% | +16.3% | -4.0% |
| YTD | -12.6% | -8.6% | -4.0% | -10.9% |
| 1Y | -16.7% | -9.7% | -7.0% | -14.9% |
| 3Y | -10.5% | +24.3% | -34.8% | -19.7% |
| 5Y | -51.4% | +52.6% | -104.0% | -60.5% |
| 10Y | +20.0% | +183.6% | -163.6% | -24.4% |
| All | +895.8% | +2,834.7% | -1,938.8% | +210.3% |
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