+156.8%
NOC vs CFG
+214.3%
-57.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +4.5% | +1.6% | +2.9% | +4.3% |
| 30D | +14.1% | +3.3% | +10.8% | +13.4% |
| 3M | -4.5% | -11.5% | +7.1% | -2.6% |
| 6M | -0.8% | +6.2% | -7.0% | -1.9% |
| YTD | -2.5% | +14.3% | -16.8% | -5.0% |
| 1Y | -0.1% | +26.7% | -26.8% | -4.4% |
| 3Y | +24.6% | +187.8% | -163.2% | +0.7% |
| 5Y | +65.6% | +61.3% | +4.3% | +46.1% |
| All | +156.8% | +214.3% | -57.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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