-5.0%
CMG vs NOC
+57.3%
-62.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -3.8% | -1.8% | -2.1% | -3.7% |
| 30D | +12.9% | -9.4% | +22.4% | +13.5% |
| 3M | +18.8% | -3.8% | +22.6% | +18.8% |
| 6M | +4.1% | -28.8% | +32.8% | +5.8% |
| YTD | -2.4% | -7.9% | +5.5% | -2.3% |
| 1Y | -6.7% | -9.0% | +2.4% | -6.5% |
| 3Y | -7.1% | +29.1% | -36.2% | -8.3% |
| 5Y | -5.0% | +58.9% | -63.9% | -7.4% |
| All | -5.0% | +57.3% | -62.3% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling