+16,804.7%
NOC vs CCEP
+7,646.6%
+9,158.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -0.3% | +5.4% | -5.7% | -1.3% |
| 30D | +14.1% | +12.8% | +1.4% | +11.7% |
| 3M | -4.6% | +10.9% | -15.5% | -6.4% |
| 6M | +0.7% | +25.6% | -24.9% | -3.4% |
| YTD | -2.6% | +31.0% | -33.6% | -7.5% |
| 1Y | -1.0% | +32.3% | -33.2% | -6.1% |
| 3Y | +24.5% | +110.5% | -86.0% | +8.0% |
| 5Y | +64.3% | +141.8% | -77.5% | +37.3% |
| 10Y | +162.8% | +341.1% | -178.4% | +93.6% |
| All | +16,804.7% | +7,646.6% | +9,158.1% | +8,263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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