+322.0%
CMG vs NOC
+192.5%
+129.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | +0.8% | -2.8% | -2.2% |
| 30D | +10.9% | -9.7% | +20.6% | +12.3% |
| 3M | +15.8% | -5.6% | +21.5% | +16.5% |
| 6M | +6.9% | -28.6% | +35.5% | +11.4% |
| YTD | -2.2% | -7.9% | +5.7% | -1.7% |
| 1Y | -7.1% | -9.5% | +2.4% | -6.4% |
| 3Y | -7.1% | +28.4% | -35.5% | -11.5% |
| 5Y | -4.8% | +59.0% | -63.7% | -14.4% |
| All | +322.0% | +192.5% | +129.5% | +333.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling