-10.7%
CMG vs NOC
-10.0%
-0.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | -2.8% | -5.2% | +2.4% | -2.3% |
| 30D | +7.1% | -7.2% | +14.3% | +7.8% |
| 3M | +31.2% | -5.1% | +36.3% | +31.0% |
| 6M | +0.7% | -31.1% | +31.8% | +5.6% |
| YTD | -0.1% | -8.6% | +8.5% | -4.0% |
| 1Y | -10.7% | -9.7% | -1.0% | -11.8% |
| All | -10.7% | -10.0% | -0.7% | -11.8% |
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