+10.9%
CMG vs NOC
-7.1%
+18.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.5% | +10.4% | +6.1% |
| 7D | +22.5% | -5.0% | +27.5% | +22.9% |
| 30D | +14.1% | +10.3% | +3.8% | +13.1% |
| 3M | +4.1% | -4.3% | +8.4% | +4.0% |
| 6M | +10.1% | -6.5% | +16.6% | +10.0% |
| YTD | -4.9% | -6.7% | +1.9% | -7.4% |
| 1Y | +10.9% | -7.5% | +18.4% | +7.5% |
| All | +10.9% | -7.1% | +18.0% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling