+39.9%
CL vs NOC
+56.0%
-16.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +1.3% | -5.8% | +7.2% | +2.4% |
| 30D | +11.4% | +10.9% | +0.5% | +9.2% |
| 3M | +4.4% | -7.1% | +11.5% | +5.6% |
| 6M | +10.8% | -5.3% | +16.1% | +11.5% |
| YTD | +25.1% | -6.8% | +31.9% | +25.8% |
| 1Y | +28.0% | -6.7% | +34.7% | +28.6% |
| 3Y | +37.6% | +17.2% | +20.4% | +31.6% |
| All | +39.9% | +56.0% | -16.1% | +21.9% |
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