+53.4%
CL vs NOC
+187.2%
-133.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.4% | -2.7% | +1.3% | -0.7% |
| 30D | -5.2% | -8.9% | +3.6% | -3.0% |
| 3M | +3.3% | -3.7% | +7.0% | +4.1% |
| 6M | -4.4% | -30.8% | +26.4% | +4.8% |
| YTD | +13.9% | -7.9% | +21.9% | +15.4% |
| 1Y | +7.6% | -9.4% | +17.1% | +9.3% |
| 3Y | +29.6% | +29.0% | +0.6% | +17.4% |
| 5Y | +28.1% | +56.1% | -28.0% | +6.2% |
| 10Y | +53.4% | +186.3% | -132.9% | +9.0% |
| All | +53.4% | +187.2% | -133.8% | +9.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling