+27.5%
NOC vs CAG
-37.6%
+65.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.6% | -6.6% | +5.0% | -0.3% |
| 30D | -10.4% | +2.3% | -12.7% | -10.9% |
| 3M | -5.6% | +16.3% | -21.9% | -8.8% |
| 6M | -30.4% | -16.0% | -14.4% | -28.1% |
| YTD | -8.5% | -7.7% | -0.8% | -7.8% |
| 1Y | -8.3% | -16.0% | +7.7% | -5.8% |
| All | +27.5% | -37.6% | +65.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling