-9.7%
NOC vs CHD
+7.1%
-16.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | -2.7% | -2.5% | -4.3% |
| 30D | -7.2% | -4.6% | -2.6% | -5.8% |
| 3M | -5.1% | +5.0% | -10.1% | -6.6% |
| 6M | -31.1% | -3.2% | -27.9% | -30.7% |
| YTD | -8.6% | +18.6% | -27.2% | -12.0% |
| 1Y | -9.7% | +4.8% | -14.6% | -12.3% |
| All | -9.7% | +7.1% | -16.8% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling