+41.9%
CI vs NOC
+56.8%
-14.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -2.0% | -2.7% | +0.7% | -1.3% |
| 30D | -1.8% | -8.9% | +7.0% | +0.7% |
| 3M | -4.2% | -3.7% | -0.6% | -3.4% |
| 6M | +2.7% | -30.8% | +33.5% | +13.0% |
| YTD | +1.9% | -7.9% | +9.9% | +3.4% |
| 1Y | -6.3% | -9.4% | +3.2% | -4.5% |
| 3Y | +3.9% | +29.0% | -25.1% | -6.0% |
| 5Y | +41.9% | +56.1% | -14.2% | +16.4% |
| All | +41.9% | +56.8% | -14.9% | +16.4% |
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 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