+28.1%
COP vs NOC
+25.0%
+3.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.5% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +1.1% | +14.1% | -13.0% | -1.1% |
| 3M | +10.9% | -4.6% | +15.6% | +11.6% |
| 6M | +20.8% | +0.7% | +20.0% | +20.2% |
| YTD | +48.0% | -2.6% | +50.7% | +48.1% |
| 1Y | +58.5% | -1.0% | +59.5% | +58.1% |
| 3Y | +28.1% | +24.5% | +3.6% | +21.2% |
| All | +28.1% | +25.0% | +3.2% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling