+189.8%
NOC vs CHD
+126.1%
+63.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.8% | -4.5% | +5.2% | +2.3% |
| 30D | -9.7% | -6.7% | -3.0% | -7.6% |
| 3M | -5.6% | -2.7% | -2.9% | -4.9% |
| 6M | -28.6% | -4.9% | -23.6% | -27.5% |
| YTD | -7.9% | +13.3% | -21.2% | -11.9% |
| 1Y | -9.5% | +1.0% | -10.5% | -10.3% |
| 3Y | +28.4% | +1.3% | +27.0% | +25.9% |
| 5Y | +59.0% | +20.8% | +38.1% | +43.3% |
| All | +189.8% | +126.1% | +63.7% | +124.2% |
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