+970.3%
NOC vs CG
+351.2%
+619.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -5.2% | -4.3% | -0.9% | -4.6% |
| 30D | -7.2% | -5.1% | -2.1% | -6.7% |
| 3M | -5.1% | +8.7% | -13.8% | -6.3% |
| 6M | -31.1% | -9.2% | -21.8% | -30.5% |
| YTD | -8.6% | -18.9% | +10.3% | -6.6% |
| 1Y | -9.7% | -25.6% | +15.9% | -6.9% |
| 3Y | +24.3% | +57.3% | -33.0% | +12.3% |
| 5Y | +52.6% | +10.2% | +42.5% | +41.9% |
| 10Y | +183.6% | +364.2% | -180.6% | +98.3% |
| All | +970.3% | +351.2% | +619.1% | +624.2% |
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