+1,086.5%
NOC vs CAPR
-99.1%
+1,185.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | -5.8% | +41.1% | -46.9% | -5.9% |
| 30D | +10.9% | +11.1% | -0.2% | +10.9% |
| 3M | -7.1% | +115.3% | -122.4% | -7.2% |
| 6M | -5.3% | -73.8% | +68.5% | -5.3% |
| YTD | -6.8% | -68.8% | +62.0% | -6.8% |
| 1Y | -6.7% | +43.3% | -50.0% | -7.2% |
| 3Y | +17.2% | +214.7% | -197.5% | +16.1% |
| 5Y | +56.3% | +141.3% | -85.0% | +54.8% |
| 10Y | +173.7% | -67.0% | +240.8% | +169.6% |
| All | +1,086.5% | -99.1% | +1,185.6% | +1,055.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling