+4,100.0%
CMG vs NOC
+1,292.9%
+2,807.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.5% | -2.7% | +1.2% | -0.7% |
| 30D | +12.7% | -8.9% | +21.6% | +15.7% |
| 3M | +26.3% | -3.7% | +29.9% | +27.1% |
| 6M | +4.5% | -30.8% | +35.3% | +16.3% |
| YTD | -0.1% | -7.9% | +7.8% | +1.1% |
| 1Y | -6.8% | -9.4% | +2.6% | -5.2% |
| 3Y | -5.0% | +29.0% | -34.0% | -16.0% |
| 5Y | -3.0% | +56.1% | -59.1% | -23.3% |
| 10Y | +323.6% | +186.3% | +137.3% | +136.1% |
| All | +4,100.0% | +1,292.9% | +2,807.1% | +819.7% |
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