-7.5%
NOC vs CAI
+12.6%
-20.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.7% | -4.6% |
| 7D | -5.0% | -6.3% | +1.3% | -4.8% |
| 30D | +10.3% | +9.3% | +1.0% | +9.9% |
| 3M | -4.3% | +106.3% | -110.7% | -8.2% |
| 6M | -6.5% | +77.7% | -84.3% | -10.2% |
| YTD | -6.7% | +23.1% | -29.9% | -11.0% |
| 1Y | -7.5% | +6.5% | -14.0% | -11.6% |
| All | -7.5% | +12.6% | -20.1% | -11.6% |
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