+4,690.3%
COP vs NOC
+17,556.4%
-12,866.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +3.4% | +4.5% | -1.2% | +2.0% |
| 30D | -0.6% | +14.1% | -14.7% | -4.4% |
| 3M | +10.8% | -4.5% | +15.2% | +12.0% |
| 6M | +19.6% | -0.8% | +20.4% | +19.2% |
| YTD | +52.9% | -2.5% | +55.4% | +52.5% |
| 1Y | +62.2% | -0.1% | +62.3% | +60.5% |
| 3Y | +32.4% | +24.6% | +7.7% | +20.6% |
| 5Y | +129.7% | +65.6% | +64.1% | +91.5% |
| 10Y | +331.8% | +160.5% | +171.2% | +215.5% |
| All | +4,690.3% | +17,556.4% | -12,866.1% | +1,764.5% |
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 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