+280.6%
CME vs NOC
+186.7%
+93.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.6% | -1.6% | +0.9% | -0.2% |
| 30D | +4.7% | -10.4% | +15.1% | +8.3% |
| 3M | +7.8% | -5.6% | +13.4% | +9.6% |
| 6M | -11.0% | -30.4% | +19.4% | -0.7% |
| YTD | +4.0% | -8.5% | +12.5% | +6.1% |
| 1Y | +9.1% | -8.3% | +17.4% | +11.0% |
| 3Y | +52.3% | +28.2% | +24.1% | +35.6% |
| 5Y | +76.1% | +56.7% | +19.4% | +38.2% |
| 10Y | +280.6% | +189.3% | +91.2% | +133.2% |
| All | +280.6% | +186.7% | +93.9% | +133.2% |
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