+189.8%
NOC vs CG
+321.9%
-132.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.0% | +0.9% |
| 7D | -1.8% | -9.8% | +8.0% | -0.5% |
| 30D | -9.4% | -10.3% | +0.9% | -8.3% |
| 3M | -3.8% | -1.7% | -2.2% | -3.9% |
| 6M | -28.8% | -9.8% | -18.9% | -28.1% |
| YTD | -7.9% | -25.6% | +17.7% | -5.0% |
| 1Y | -9.0% | -32.5% | +23.5% | -5.3% |
| 3Y | +29.1% | +45.6% | -16.6% | +17.8% |
| 5Y | +58.9% | +3.7% | +55.3% | +48.9% |
| All | +189.8% | +321.9% | -132.1% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling