+404.8%
NOC vs CFG
+360.2%
+44.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | +2.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +12.1% | +3.2% | +8.9% | +11.5% |
| 3M | -5.3% | -9.7% | +4.4% | -3.6% |
| 6M | -1.0% | +3.6% | -4.7% | -1.8% |
| YTD | -4.3% | +14.7% | -19.0% | -6.9% |
| 1Y | -3.6% | +29.6% | -33.2% | -8.3% |
| 3Y | +22.9% | +190.6% | -167.7% | -1.7% |
| 5Y | +60.4% | +67.1% | -6.7% | +39.6% |
| 10Y | +161.3% | +237.0% | -75.8% | +79.2% |
| All | +404.8% | +360.2% | +44.6% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling