+95.2%
CNC vs NOC
+192.5%
-97.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -1.0% | -9.7% | +8.7% | +2.6% |
| 3M | +4.5% | -5.6% | +10.2% | +6.3% |
| 6M | +85.2% | -28.6% | +113.8% | +108.1% |
| YTD | +61.4% | -7.9% | +69.3% | +64.3% |
| 1Y | +94.9% | -9.5% | +104.4% | +99.7% |
| 3Y | 0.0% | +28.4% | -28.4% | -12.3% |
| 5Y | +11.2% | +59.0% | -47.8% | -14.1% |
| All | +95.2% | +192.5% | -97.2% | +58.9% |
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