+1,040.2%
NOC vs CG
+300.6%
+739.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.6% |
| 30D | +14.1% | +8.5% | +5.6% | +12.8% |
| 3M | -4.6% | -12.1% | +7.5% | -3.3% |
| 6M | +0.7% | -16.4% | +17.2% | +2.7% |
| YTD | -2.6% | -28.0% | +25.3% | +0.9% |
| 1Y | -1.0% | -18.9% | +17.9% | +0.9% |
| 3Y | +24.5% | +51.2% | -26.8% | +12.8% |
| 5Y | +64.3% | -15.9% | +80.2% | +59.8% |
| 10Y | +162.8% | +305.9% | -143.2% | +86.9% |
| All | +1,040.2% | +300.6% | +739.7% | +682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling