+297.1%
CME vs NOC
+162.5%
+134.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +10.2% | +14.1% | -4.0% | +5.6% |
| 3M | +17.8% | -4.6% | +22.4% | +19.3% |
| 6M | +11.0% | +0.7% | +10.3% | +10.3% |
| YTD | +17.0% | -2.6% | +19.7% | +16.9% |
| 1Y | +15.8% | -1.0% | +16.8% | +15.0% |
| 3Y | +61.8% | +24.5% | +37.3% | +46.4% |
| 5Y | +72.5% | +64.3% | +8.2% | +34.2% |
| All | +297.1% | +162.5% | +134.5% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling