+15,768.5%
NOC vs CAG
+604.9%
+15,163.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -5.2% | -3.8% | -1.4% | -4.3% |
| 30D | -7.2% | +3.1% | -10.3% | -8.0% |
| 3M | -5.1% | +23.5% | -28.6% | -10.2% |
| 6M | -31.1% | -14.8% | -16.2% | -28.9% |
| YTD | -8.6% | -5.4% | -3.1% | -8.2% |
| 1Y | -9.7% | -11.8% | +2.1% | -8.0% |
| 3Y | +24.3% | -36.7% | +60.9% | +35.8% |
| 5Y | +52.6% | -40.3% | +92.9% | +68.5% |
| 10Y | +183.6% | -37.0% | +220.6% | +197.1% |
| All | +15,768.5% | +604.9% | +15,163.6% | +9,464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling