+7.0%
NOC vs CAI
-9.9%
+16.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +0.9% |
| 30D | -9.7% | +9.3% | -19.0% | -10.2% |
| 3M | -5.6% | +35.2% | -40.9% | -7.7% |
| 6M | -28.6% | +30.7% | -59.3% | -30.5% |
| YTD | -7.9% | -9.8% | +1.9% | -9.4% |
| 1Y | -9.5% | -28.9% | +19.3% | -9.8% |
| All | +7.0% | -9.9% | +16.9% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling