+57.6%
NOC vs CG
+9.9%
+47.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | -8.9% | -3.2% | -5.7% | -8.8% |
| 3M | -3.7% | +6.2% | -9.9% | -4.0% |
| 6M | -30.8% | -4.7% | -26.1% | -30.8% |
| YTD | -7.9% | -20.6% | +12.7% | -7.3% |
| 1Y | -9.4% | -26.4% | +16.9% | -8.7% |
| 3Y | +29.0% | +55.4% | -26.4% | +25.8% |
| All | +57.6% | +9.9% | +47.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling