+58.9%
NOC vs CHD
+19.7%
+39.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -1.8% | -4.7% | +3.0% | -0.5% |
| 30D | -9.4% | -8.3% | -1.1% | -7.4% |
| 3M | -3.8% | -4.0% | +0.2% | -2.9% |
| 6M | -28.8% | -6.5% | -22.2% | -27.6% |
| YTD | -7.9% | +13.1% | -21.0% | -10.7% |
| 1Y | -9.0% | +2.3% | -11.4% | -9.8% |
| 3Y | +29.1% | +1.8% | +27.3% | +27.9% |
| 5Y | +58.9% | +20.6% | +38.4% | +57.0% |
| All | +58.9% | +19.7% | +39.3% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling