+5.9%
CI vs NOC
+27.2%
-21.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.7% |
| 7D | +1.3% | -5.2% | +6.5% | +2.5% |
| 30D | +4.4% | -7.2% | +11.6% | +6.2% |
| 3M | +0.7% | -5.1% | +5.8% | +1.8% |
| 6M | +0.3% | -31.1% | +31.4% | +8.3% |
| YTD | +3.8% | -8.6% | +12.4% | +5.3% |
| 1Y | -5.5% | -9.7% | +4.2% | -3.8% |
| All | +5.9% | +27.2% | -21.3% | +0.9% |
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