+189.8%
NOC vs CAG
-35.7%
+225.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.3% |
| 7D | -1.8% | -5.9% | +4.1% | -0.4% |
| 30D | -9.4% | -1.5% | -7.9% | -9.2% |
| 3M | -3.8% | +11.5% | -15.3% | -6.7% |
| 6M | -28.8% | -15.7% | -13.1% | -26.3% |
| YTD | -7.9% | -10.2% | +2.3% | -6.4% |
| 1Y | -9.0% | -18.1% | +9.0% | -5.7% |
| 3Y | +29.1% | -39.4% | +68.5% | +42.5% |
| 5Y | +58.9% | -42.6% | +101.5% | +77.4% |
| All | +189.8% | -35.7% | +225.6% | +212.5% |
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