+9.5%
CNC vs NOC
+57.3%
-47.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -3.9% | -1.8% | -2.1% | -3.4% |
| 30D | +0.8% | -9.4% | +10.2% | +3.3% |
| 3M | +0.1% | -3.8% | +3.9% | +0.9% |
| 6M | +79.7% | -28.8% | +108.4% | +95.4% |
| YTD | +58.9% | -7.9% | +66.8% | +61.3% |
| 1Y | +109.1% | -9.0% | +118.2% | +113.0% |
| 3Y | 0.0% | +29.1% | -29.1% | -8.1% |
| 5Y | +9.5% | +58.9% | -49.5% | -6.1% |
| All | +9.5% | +57.3% | -47.8% | -6.1% |
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 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