-9.4%
NOC vs CAPR
+35.6%
-45.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +0.7% |
| 7D | -2.7% | -9.5% | +6.8% | -2.7% |
| 30D | -8.9% | +121.5% | -130.4% | -9.1% |
| 3M | -3.7% | -65.4% | +61.7% | -3.6% |
| 6M | -30.8% | -67.5% | +36.7% | -30.8% |
| YTD | -7.9% | -68.6% | +60.7% | -7.9% |
| 1Y | -9.4% | +42.7% | -52.1% | -8.6% |
| All | -9.4% | +35.6% | -45.1% | -8.6% |
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