+161.3%
NOC vs CASY
+551.3%
-390.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -2.9% | +3.6% | -6.5% | -3.6% |
| 30D | +12.1% | +7.2% | +4.9% | +10.5% |
| 3M | -5.3% | -16.9% | +11.7% | -2.1% |
| 6M | -1.0% | -19.3% | +18.3% | +2.4% |
| YTD | -4.3% | +25.6% | -30.0% | -10.9% |
| 1Y | -3.6% | +30.2% | -33.8% | -11.2% |
| 3Y | +22.9% | +154.9% | -132.0% | -6.5% |
| 5Y | +60.4% | +252.1% | -191.7% | +9.4% |
| 10Y | +161.3% | +535.8% | -374.6% | +53.2% |
| All | +161.3% | +551.3% | -390.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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