+6,781.2%
CME vs NOC
+1,882.7%
+4,898.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.9% |
| 7D | -1.6% | -5.2% | +3.6% | +0.9% |
| 30D | +6.2% | -7.2% | +13.4% | +9.9% |
| 3M | +10.4% | -5.1% | +15.5% | +12.8% |
| 6M | -9.5% | -31.1% | +21.5% | +7.1% |
| YTD | +6.0% | -8.6% | +14.6% | +9.1% |
| 1Y | +9.3% | -9.7% | +19.0% | +12.7% |
| 3Y | +57.7% | +24.3% | +33.4% | +34.1% |
| 5Y | +77.7% | +52.6% | +25.1% | +28.0% |
| 10Y | +281.2% | +183.6% | +97.6% | +77.5% |
| All | +6,781.2% | +1,882.7% | +4,898.5% | +845.1% |
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