+156.8%
NOC vs CG
+274.5%
-117.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +3.9% | +0.2% |
| 7D | +4.5% | -1.5% | +6.0% | +4.7% |
| 30D | +14.1% | +5.7% | +8.4% | +13.1% |
| 3M | -4.5% | -17.9% | +13.4% | -2.4% |
| 6M | -0.8% | -20.2% | +19.4% | +1.6% |
| YTD | -2.5% | -32.0% | +29.5% | +1.5% |
| 1Y | -0.1% | -27.0% | +26.9% | +3.1% |
| 3Y | +24.6% | +42.8% | -18.2% | +13.7% |
| 5Y | +65.6% | -23.4% | +89.0% | +64.7% |
| All | +156.8% | +274.5% | -117.8% | +92.7% |
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