+157.4%
NOC vs CHD
+196.1%
-38.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +4.8% | +3.6% | +1.2% | +3.6% |
| 30D | +11.0% | +10.4% | +0.6% | +7.2% |
| 3M | -3.8% | +12.2% | -16.0% | -7.6% |
| 6M | +0.6% | +19.9% | -19.3% | -5.7% |
| YTD | -2.3% | +36.4% | -38.7% | -12.4% |
| 1Y | +0.3% | +35.1% | -34.9% | -9.9% |
| 3Y | +24.6% | +29.2% | -4.6% | +12.4% |
| 5Y | +66.0% | +33.4% | +32.6% | +45.1% |
| All | +157.4% | +196.1% | -38.7% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling