-2.7%
NOC vs CF
+47.0%
-49.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.9% | -0.9% | -2.1% | -2.9% |
| 30D | +12.1% | +6.9% | +5.2% | +11.7% |
| 3M | -5.3% | +4.8% | -10.1% | -5.8% |
| 6M | -1.0% | +4.7% | -5.7% | -1.7% |
| YTD | -4.3% | +56.5% | -60.8% | -13.6% |
| All | -2.7% | +47.0% | -49.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling