+319.3%
CSCO vs NOC
+162.5%
+156.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -17.1% | +14.1% | -31.2% | -20.2% |
| 3M | -19.6% | -4.6% | -15.0% | -18.8% |
| 6M | +2.4% | +0.7% | +1.7% | +1.4% |
| YTD | +29.8% | -2.6% | +32.4% | +28.2% |
| 1Y | +38.7% | -1.0% | +39.6% | +36.1% |
| 3Y | +101.3% | +24.5% | +76.8% | +78.5% |
| 5Y | +94.8% | +64.3% | +30.5% | +48.7% |
| All | +319.3% | +162.5% | +156.8% | +165.1% |
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