+19,506.8%
CMI vs NOC
+16,574.1%
+2,932.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +1.9% | -2.7% | +4.6% | +2.8% |
| 30D | -12.5% | -8.9% | -3.7% | -9.7% |
| 3M | -16.2% | -3.7% | -12.5% | -15.5% |
| 6M | +4.9% | -30.8% | +35.7% | +18.7% |
| YTD | +11.1% | -7.9% | +19.1% | +12.7% |
| 1Y | +43.4% | -9.4% | +52.8% | +46.0% |
| 3Y | +154.1% | +29.0% | +125.1% | +120.2% |
| 5Y | +169.5% | +56.1% | +113.4% | +110.2% |
| 10Y | +503.8% | +186.3% | +317.5% | +260.8% |
| All | +19,506.8% | +16,574.1% | +2,932.7% | +4,068.1% |
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