+7,663.4%
CME vs NOC
+2,021.2%
+5,642.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +2.5% | +4.9% | -2.4% | +0.2% |
| 30D | +13.9% | +13.6% | +0.3% | +7.1% |
| 3M | +22.4% | -3.9% | +26.2% | +24.2% |
| 6M | +12.9% | +1.4% | +11.5% | +11.4% |
| YTD | +19.6% | -2.2% | +21.8% | +18.9% |
| 1Y | +17.7% | -1.2% | +18.9% | +16.3% |
| 3Y | +65.3% | +25.0% | +40.3% | +41.1% |
| 5Y | +75.1% | +66.0% | +9.1% | +21.2% |
| 10Y | +305.8% | +161.4% | +144.4% | +100.5% |
| All | +7,663.4% | +2,021.2% | +5,642.2% | +929.9% |
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