+65.4%
NOC vs CAG
-41.7%
+107.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +4.5% | -6.2% | +10.7% | +6.2% |
| 30D | +14.1% | +7.4% | +6.6% | +11.6% |
| 3M | -4.5% | -1.6% | -2.8% | -4.5% |
| 6M | -0.8% | +6.3% | -7.1% | -3.3% |
| YTD | -2.5% | -10.1% | +7.6% | -1.1% |
| 1Y | -0.1% | -10.2% | +10.2% | +1.4% |
| 3Y | +24.6% | -37.3% | +61.9% | +38.4% |
| All | +65.4% | -41.7% | +107.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling