-7.5%
NOC vs CAPR
+47.4%
-54.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.3% | -12.8% | -4.5% |
| 7D | -5.0% | +43.2% | -48.1% | -5.0% |
| 30D | +10.3% | +14.7% | -4.3% | +10.3% |
| 3M | -4.3% | +113.9% | -118.2% | -4.5% |
| 6M | -6.5% | -73.4% | +66.9% | -6.4% |
| YTD | -6.7% | -69.1% | +62.3% | -6.7% |
| 1Y | -7.5% | +47.2% | -54.7% | -8.5% |
| All | -7.5% | +47.4% | -54.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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