+15,879.4%
NOC vs CHD
+10,010.3%
+5,869.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | -2.7% | -2.9% | +0.2% | -2.1% |
| 30D | -8.9% | -6.2% | -2.7% | -7.7% |
| 3M | -3.7% | +1.6% | -5.2% | -4.0% |
| 6M | -30.8% | -3.5% | -27.3% | -30.4% |
| YTD | -7.9% | +16.2% | -24.2% | -10.8% |
| 1Y | -9.4% | +3.4% | -12.8% | -10.3% |
| 3Y | +29.0% | +4.6% | +24.4% | +26.8% |
| 5Y | +56.1% | +21.1% | +34.9% | +48.0% |
| 10Y | +186.3% | +126.5% | +59.7% | +140.4% |
| All | +15,879.4% | +10,010.3% | +5,869.1% | +8,769.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling