+377.3%
CSCO vs NOC
+186.7%
+190.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | 0.0% | -1.6% | +1.5% | +0.4% |
| 30D | -10.7% | -10.4% | -0.3% | -8.0% |
| 3M | -8.7% | -5.6% | -3.1% | -7.6% |
| 6M | +44.9% | -30.4% | +75.3% | +60.1% |
| YTD | +44.1% | -8.5% | +52.6% | +45.3% |
| 1Y | +65.9% | -8.3% | +74.2% | +66.7% |
| 3Y | +109.0% | +28.2% | +80.8% | +81.8% |
| 5Y | +114.8% | +56.7% | +58.0% | +65.5% |
| 10Y | +377.3% | +189.3% | +188.0% | +189.9% |
| All | +377.3% | +186.7% | +190.7% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling