+162.8%
NOC vs CF
+494.2%
-331.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | -0.3% | +4.8% | -5.1% | -1.1% |
| 30D | +14.1% | +9.7% | +4.4% | +12.2% |
| 3M | -4.6% | +1.2% | -5.9% | -5.1% |
| 6M | +0.7% | +7.4% | -6.6% | -1.2% |
| YTD | -2.6% | +60.5% | -63.1% | -12.4% |
| 1Y | -1.0% | +50.7% | -51.7% | -9.9% |
| 3Y | +24.5% | +64.8% | -40.3% | +9.4% |
| 5Y | +64.3% | +115.8% | -51.5% | +34.0% |
| 10Y | +162.8% | +481.0% | -318.3% | +81.0% |
| All | +162.8% | +494.2% | -331.4% | +81.0% |
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