+4,405.6%
CNC vs NOC
+1,911.6%
+2,494.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | -1.0% | -2.7% | +1.7% | +0.1% |
| 30D | -1.8% | -8.9% | +7.1% | +2.0% |
| 3M | -0.7% | -3.7% | +3.0% | +0.3% |
| 6M | +47.9% | -30.8% | +78.8% | +71.4% |
| YTD | +56.9% | -7.9% | +64.9% | +60.2% |
| 1Y | +123.9% | -9.4% | +133.4% | +129.9% |
| 3Y | -1.3% | +29.0% | -30.2% | -14.9% |
| 5Y | +2.8% | +56.1% | -53.3% | -21.3% |
| 10Y | +90.9% | +186.3% | -95.4% | +6.8% |
| All | +4,405.6% | +1,911.6% | +2,494.0% | +1,153.9% |
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 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