+30.0%
CL vs NOC
+53.6%
-23.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.0% |
| 7D | -2.2% | -5.2% | +3.0% | -1.3% |
| 30D | -4.8% | -7.2% | +2.4% | -3.6% |
| 3M | +4.9% | -5.1% | +10.0% | +5.7% |
| 6M | -5.7% | -31.1% | +25.4% | -0.1% |
| YTD | +14.4% | -8.6% | +23.0% | +15.5% |
| 1Y | +8.7% | -9.7% | +18.5% | +10.0% |
| 3Y | +30.0% | +24.3% | +5.7% | +23.6% |
| All | +30.0% | +53.6% | -23.6% | +15.9% |
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