+191.7%
COP vs NOC
+56.8%
+134.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -0.8% | -2.7% | +1.8% | 0.0% |
| 30D | +15.6% | -8.9% | +24.4% | +19.0% |
| 3M | +14.3% | -3.7% | +18.0% | +15.2% |
| 6M | +17.0% | -30.8% | +47.8% | +32.0% |
| YTD | +47.4% | -7.9% | +55.4% | +49.5% |
| 1Y | +52.4% | -9.4% | +61.8% | +55.2% |
| 3Y | +20.8% | +29.0% | -8.1% | +3.6% |
| 5Y | +191.7% | +56.1% | +135.6% | +121.5% |
| All | +191.7% | +56.8% | +134.9% | +121.5% |
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