+17.2%
NOC vs CFG
+168.6%
-151.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -5.8% | -0.9% | -4.9% | -5.8% |
| 30D | +10.9% | +1.1% | +9.8% | +10.8% |
| 3M | -7.1% | -12.0% | +4.9% | -6.6% |
| 6M | -5.3% | -2.2% | -3.1% | -5.4% |
| YTD | -6.8% | +11.4% | -18.2% | -7.2% |
| 1Y | -6.7% | +27.8% | -34.6% | -7.3% |
| 3Y | +17.2% | +173.3% | -156.1% | +16.2% |
| All | +17.2% | +168.6% | -151.4% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling