+7,463.6%
CI vs NOC
+16,458.4%
-8,994.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.5% |
| 7D | +1.3% | -5.2% | +6.5% | +3.0% |
| 30D | +4.4% | -7.2% | +11.6% | +6.9% |
| 3M | +0.7% | -5.1% | +5.8% | +2.1% |
| 6M | +0.3% | -31.1% | +31.4% | +12.6% |
| YTD | +3.8% | -8.6% | +12.4% | +5.9% |
| 1Y | -5.5% | -9.7% | +4.2% | -3.2% |
| 3Y | +8.1% | +24.3% | -16.2% | -1.9% |
| 5Y | +42.8% | +52.6% | -9.8% | +19.3% |
| 10Y | +143.9% | +183.6% | -39.7% | +66.6% |
| All | +7,463.6% | +16,458.4% | -8,994.8% | +2,257.8% |
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