-0.8%
CRM vs NOC
+58.2%
-59.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | +0.8% | -5.2% | -4.5% |
| 30D | +28.1% | -9.7% | +37.8% | +28.6% |
| 3M | +48.8% | -5.6% | +54.5% | +49.0% |
| 6M | +28.3% | -28.6% | +56.8% | +29.8% |
| YTD | -6.0% | -7.9% | +1.9% | -6.3% |
| 1Y | +1.4% | -9.5% | +11.0% | +1.2% |
| 3Y | +11.8% | +28.4% | -16.5% | +7.3% |
| All | -0.8% | +58.2% | -59.0% | -7.6% |
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 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