+168.0%
NOC vs CF
+561.7%
-393.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -5.8% | -3.2% | -2.7% | -5.3% |
| 30D | +10.9% | +4.3% | +6.6% | +10.0% |
| 3M | -7.1% | +2.8% | -9.9% | -7.9% |
| 6M | -5.3% | +0.6% | -6.0% | -6.1% |
| YTD | -6.8% | +56.6% | -63.4% | -15.9% |
| 1Y | -6.7% | +49.6% | -56.3% | -15.2% |
| 3Y | +17.2% | +61.5% | -44.3% | +3.1% |
| 5Y | +56.3% | +124.0% | -67.7% | +26.0% |
| All | +168.0% | +561.7% | -393.7% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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