+17.2%
NOC vs CF
+57.7%
-40.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -5.8% | -3.2% | -2.7% | -5.6% |
| 30D | +10.9% | +4.3% | +6.6% | +10.5% |
| 3M | -7.1% | +2.8% | -9.9% | -7.5% |
| 6M | -5.3% | +0.6% | -6.0% | -5.8% |
| YTD | -6.8% | +56.6% | -63.4% | -12.9% |
| 1Y | -6.7% | +49.6% | -56.3% | -12.5% |
| 3Y | +17.2% | +61.5% | -44.3% | +8.0% |
| All | +17.2% | +57.7% | -40.5% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling