+55.6%
NOC vs CF
+227.0%
-171.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.0% |
| 7D | -5.2% | +6.0% | -11.2% | -6.0% |
| 30D | -7.2% | +14.8% | -22.0% | -9.3% |
| 3M | -5.1% | +14.1% | -19.2% | -7.3% |
| 6M | -31.1% | +28.5% | -59.6% | -34.8% |
| YTD | -8.6% | +74.9% | -83.5% | -18.2% |
| 1Y | -9.7% | +61.7% | -71.4% | -18.2% |
| 3Y | +24.3% | +80.3% | -56.0% | +8.3% |
| All | +55.6% | +227.0% | -171.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling