+337.5%
COP vs NOC
+192.5%
+145.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +1.0% | -1.8% | +2.7% | +1.7% |
| 30D | +9.6% | -9.4% | +19.0% | +13.9% |
| 3M | +15.0% | -3.8% | +18.9% | +16.3% |
| 6M | +21.8% | -28.8% | +50.5% | +38.9% |
| YTD | +49.6% | -7.9% | +57.5% | +52.3% |
| 1Y | +49.9% | -9.0% | +58.9% | +53.1% |
| 3Y | +22.6% | +29.1% | -6.4% | +3.6% |
| 5Y | +193.6% | +58.9% | +134.7% | +119.6% |
| All | +337.5% | +192.5% | +145.1% | +190.3% |
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