+157.4%
NOC vs CAPR
-65.7%
+223.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | +0.2% |
| 7D | +4.8% | +5.9% | -1.0% | +4.8% |
| 30D | +11.0% | +44.6% | -33.6% | +11.1% |
| 3M | -3.8% | +126.4% | -130.2% | -3.8% |
| 6M | +0.6% | -68.6% | +69.2% | +0.6% |
| YTD | -2.3% | -67.0% | +64.7% | -2.3% |
| 1Y | +0.3% | +65.2% | -64.9% | +0.4% |
| 3Y | +24.6% | +235.6% | -211.0% | +24.7% |
| 5Y | +66.0% | +175.4% | -109.4% | +66.4% |
| All | +157.4% | -65.7% | +223.1% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling