+4,492.0%
COP vs NOC
+16,458.4%
-11,966.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | +3.0% | -5.2% | +8.2% | +4.6% |
| 30D | +17.5% | -7.2% | +24.7% | +20.0% |
| 3M | +13.4% | -5.1% | +18.5% | +14.7% |
| 6M | +17.7% | -31.1% | +48.8% | +30.5% |
| YTD | +46.6% | -8.6% | +55.2% | +49.2% |
| 1Y | +44.6% | -9.7% | +54.3% | +47.5% |
| 3Y | +20.7% | +24.3% | -3.6% | +10.1% |
| 5Y | +185.0% | +52.6% | +132.4% | +143.4% |
| 10Y | +347.0% | +183.6% | +163.4% | +220.4% |
| All | +4,492.0% | +16,458.4% | -11,966.4% | +1,723.3% |
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 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