+165.0%
CMI vs NOC
+58.2%
+106.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | -12.4% | -9.7% | -2.7% | -11.5% |
| 3M | -14.8% | -5.6% | -9.1% | -14.3% |
| 6M | +0.8% | -28.6% | +29.4% | +4.7% |
| YTD | +10.2% | -7.9% | +18.1% | +10.6% |
| 1Y | +37.4% | -9.5% | +47.0% | +38.2% |
| 3Y | +153.3% | +28.4% | +124.9% | +140.4% |
| All | +165.0% | +58.2% | +106.8% | +119.4% |
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