+21.0%
NOC vs CAVA
+33.0%
-12.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | +0.8% | -8.0% | +8.8% | +0.8% |
| 30D | -9.7% | -19.6% | +9.9% | -9.7% |
| 3M | -5.6% | -36.7% | +31.0% | -5.5% |
| 6M | -28.6% | -30.6% | +2.0% | -28.5% |
| YTD | -7.9% | -4.8% | -3.1% | -8.1% |
| 1Y | -9.5% | -13.1% | +3.6% | -9.6% |
| 3Y | +28.4% | +48.8% | -20.4% | +29.2% |
| All | +21.0% | +33.0% | -12.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 5y: compounded portfolio wealth divided by compounded CAVA 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…
5y analysis · Full analysis span regression · 6 months rolling