+65.6%
NOC vs CF
+117.5%
-52.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +4.5% | +5.4% | -0.8% | +3.7% |
| 30D | +14.1% | +6.5% | +7.5% | +12.9% |
| 3M | -4.5% | +4.6% | -9.1% | -5.4% |
| 6M | -0.8% | -3.3% | +2.5% | -0.8% |
| YTD | -2.5% | +63.9% | -66.4% | -12.4% |
| 1Y | -0.1% | +50.4% | -50.5% | -8.9% |
| 3Y | +24.6% | +68.2% | -43.6% | +9.0% |
| 5Y | +65.6% | +113.8% | -48.2% | +35.0% |
| All | +65.6% | +117.5% | -52.0% | +35.0% |
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