+49.9%
COP vs NOC
-7.7%
+57.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.0% | -1.8% | +2.7% | +1.3% |
| 30D | +9.6% | -9.4% | +19.0% | +11.4% |
| 3M | +15.0% | -3.8% | +18.9% | +15.5% |
| 6M | +21.8% | -28.8% | +50.5% | +32.8% |
| YTD | +49.6% | -7.9% | +57.5% | +48.8% |
| 1Y | +49.9% | -9.0% | +58.9% | +51.6% |
| All | +49.9% | -7.7% | +57.5% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling