-9.4%
NOC vs CASY
+42.6%
-52.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.8% |
| 7D | -2.7% | -4.4% | +1.7% | -2.5% |
| 30D | -8.9% | -12.0% | +3.2% | -8.5% |
| 3M | -3.7% | -2.3% | -1.3% | -3.5% |
| 6M | -30.8% | +10.5% | -41.3% | -31.7% |
| YTD | -7.9% | +33.0% | -41.0% | -10.2% |
| 1Y | -9.4% | +41.1% | -50.6% | -11.3% |
| All | -9.4% | +42.6% | -52.0% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling