+157.4%
NOC vs CG
+278.5%
-121.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +4.8% | +0.2% | +4.7% | +4.8% |
| 30D | +11.0% | +11.2% | -0.1% | +9.5% |
| 3M | -3.8% | -22.1% | +18.3% | -1.0% |
| 6M | +0.6% | -17.9% | +18.6% | +2.7% |
| YTD | -2.3% | -31.3% | +29.0% | +1.6% |
| 1Y | +0.3% | -24.0% | +24.2% | +2.9% |
| 3Y | +24.6% | +45.0% | -20.4% | +13.4% |
| 5Y | +66.0% | -22.6% | +88.6% | +64.9% |
| All | +157.4% | +278.5% | -121.1% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling