+156.8%
NOC vs CAG
-38.0%
+194.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +4.5% | -6.2% | +10.7% | +6.1% |
| 30D | +14.1% | +7.4% | +6.6% | +11.9% |
| 3M | -4.5% | -1.6% | -2.8% | -4.4% |
| 6M | -0.8% | +6.3% | -7.1% | -3.0% |
| YTD | -2.5% | -10.1% | +7.6% | -1.2% |
| 1Y | -0.1% | -10.2% | +10.2% | +1.3% |
| 3Y | +24.6% | -37.3% | +61.9% | +36.6% |
| 5Y | +65.6% | -41.6% | +107.2% | +84.4% |
| All | +156.8% | -38.0% | +194.8% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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