+137.3%
CTVA vs NOC
+99.2%
+38.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.8% | +4.8% | -25.6% | -21.9% |
| 30D | -29.6% | +11.0% | -40.7% | -32.1% |
| 3M | -16.9% | -3.8% | -13.1% | -16.2% |
| 6M | -24.3% | +0.6% | -24.9% | -25.1% |
| YTD | -5.6% | -2.3% | -3.3% | -6.6% |
| 1Y | -4.2% | +0.3% | -4.4% | -6.1% |
| 3Y | +43.3% | +24.6% | +18.7% | +25.5% |
| 5Y | +35.7% | +66.0% | -30.3% | -0.2% |
| All | +137.3% | +99.2% | +38.0% | +46.7% |
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