+105.1%
CTVA vs NOC
+58.2%
+46.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | +0.8% | -5.3% | -4.6% |
| 30D | +11.3% | -9.7% | +21.0% | +13.4% |
| 3M | +12.3% | -5.6% | +18.0% | +13.3% |
| 6M | +7.2% | -28.6% | +35.8% | +14.5% |
| YTD | +26.0% | -7.9% | +33.9% | +27.0% |
| 1Y | +16.0% | -9.5% | +25.6% | +17.3% |
| 3Y | +73.9% | +28.4% | +45.5% | +58.0% |
| All | +105.1% | +58.2% | +46.9% | +76.8% |
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