+58.9%
NOC vs CBOE
+145.0%
-86.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.8% | -3.7% | +1.9% | -1.1% |
| 30D | -9.4% | +2.0% | -11.4% | -9.9% |
| 3M | -3.8% | -4.2% | +0.4% | -3.6% |
| 6M | -28.8% | +1.2% | -29.9% | -29.8% |
| YTD | -7.9% | +15.4% | -23.3% | -12.1% |
| 1Y | -9.0% | +23.5% | -32.5% | -14.7% |
| 3Y | +29.1% | +93.2% | -64.1% | +8.7% |
| 5Y | +58.9% | +142.0% | -83.0% | +24.4% |
| All | +58.9% | +145.0% | -86.0% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling