-9.7%
NOC vs CAI
-31.3%
+21.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -5.2% | -2.2% | -3.0% | -5.1% |
| 30D | -7.2% | +52.4% | -59.6% | -9.8% |
| 3M | -5.1% | +45.1% | -50.2% | -7.6% |
| 6M | -31.1% | +26.2% | -57.3% | -32.9% |
| YTD | -8.6% | -7.1% | -1.5% | -10.9% |
| 1Y | -9.7% | -31.0% | +21.3% | -10.9% |
| All | -9.7% | -31.3% | +21.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling