-8.3%
NOC vs CFG
+38.1%
-46.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -10.4% | -4.5% | -5.8% | -9.8% |
| 3M | -5.6% | +6.3% | -11.9% | -6.8% |
| 6M | -30.4% | +20.6% | -51.0% | -32.3% |
| YTD | -8.5% | +21.2% | -29.7% | -11.7% |
| 1Y | -8.3% | +38.2% | -46.5% | -12.3% |
| All | -8.3% | +38.1% | -46.5% | -12.3% |
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