+72.5%
CME vs NOC
+63.6%
+8.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +10.2% | +14.1% | -4.0% | +7.5% |
| 3M | +17.8% | -4.6% | +22.4% | +18.6% |
| 6M | +11.0% | +0.7% | +10.3% | +10.6% |
| YTD | +17.0% | -2.6% | +19.7% | +17.2% |
| 1Y | +15.8% | -1.0% | +16.8% | +15.7% |
| 3Y | +61.8% | +24.5% | +37.3% | +54.9% |
| 5Y | +72.5% | +64.3% | +8.2% | +56.0% |
| All | +72.5% | +63.6% | +8.9% | +56.0% |
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