+189.8%
NOC vs CBOE
+368.5%
-178.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +0.8% | -5.8% | +6.6% | +2.2% |
| 30D | -9.7% | -3.1% | -6.6% | -9.2% |
| 3M | -5.6% | -4.8% | -0.9% | -5.1% |
| 6M | -28.6% | -0.6% | -28.0% | -29.5% |
| YTD | -7.9% | +12.8% | -20.7% | -12.2% |
| 1Y | -9.5% | +19.8% | -29.3% | -15.3% |
| 3Y | +28.4% | +86.9% | -58.6% | +5.6% |
| 5Y | +59.0% | +136.5% | -77.6% | +21.2% |
| All | +189.8% | +368.5% | -178.7% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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