+0.3%
NOC vs CFG
+28.3%
-28.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +4.8% | +3.2% | +1.6% | +4.3% |
| 30D | +11.0% | +5.1% | +5.9% | +10.0% |
| 3M | -3.8% | -11.2% | +7.4% | -2.2% |
| 6M | +0.6% | +9.6% | -8.9% | -1.7% |
| YTD | -2.3% | +15.0% | -17.3% | -5.7% |
| 1Y | +0.3% | +29.9% | -29.6% | -3.1% |
| All | +0.3% | +28.3% | -28.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling