+1,213.2%
NOC vs CBOE
+1,025.9%
+187.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -2.7% | -4.6% | +2.0% | -1.6% |
| 30D | -8.9% | +2.6% | -11.5% | -9.6% |
| 3M | -3.7% | +4.9% | -8.6% | -5.5% |
| 6M | -30.8% | -2.2% | -28.6% | -31.3% |
| YTD | -7.9% | +17.7% | -25.7% | -13.1% |
| 1Y | -9.4% | +26.1% | -35.5% | -16.1% |
| 3Y | +29.0% | +97.1% | -68.1% | +5.3% |
| 5Y | +56.1% | +149.2% | -93.1% | +18.4% |
| 10Y | +186.3% | +385.1% | -198.8% | +75.9% |
| All | +1,213.2% | +1,025.9% | +187.3% | +499.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling