+47.7%
CI vs NOC
+56.0%
-8.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.6% | -5.8% | +4.3% | 0.0% |
| 30D | +5.4% | +10.9% | -5.5% | +2.3% |
| 3M | +7.3% | -7.1% | +14.4% | +9.2% |
| 6M | +5.3% | -5.3% | +10.6% | +6.5% |
| YTD | +8.5% | -6.8% | +15.3% | +9.5% |
| 1Y | +17.1% | -6.7% | +23.8% | +18.1% |
| 3Y | +1.4% | +17.2% | -15.8% | -5.7% |
| All | +47.7% | +56.0% | -8.3% | +19.9% |
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 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