+4,850.5%
CL vs NOC
+16,458.4%
-11,607.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | -2.2% | -5.2% | +3.0% | -1.1% |
| 30D | -4.8% | -7.2% | +2.4% | -3.3% |
| 3M | +4.9% | -5.1% | +10.0% | +5.9% |
| 6M | -5.7% | -31.1% | +25.4% | +1.8% |
| YTD | +14.4% | -8.6% | +23.0% | +15.9% |
| 1Y | +8.7% | -9.7% | +18.5% | +10.4% |
| 3Y | +30.0% | +24.3% | +5.7% | +21.7% |
| 5Y | +28.4% | +52.6% | -24.3% | +13.4% |
| 10Y | +50.1% | +183.6% | -133.5% | +14.7% |
| All | +4,850.5% | +16,458.4% | -11,607.9% | +1,833.7% |
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