+56.7%
NOC vs CLX
-37.0%
+93.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -1.6% | -4.9% | +3.4% | -0.9% |
| 30D | -10.4% | -15.8% | +5.4% | -8.2% |
| 3M | -5.6% | -7.9% | +2.3% | -4.7% |
| 6M | -30.4% | -19.0% | -11.3% | -28.6% |
| YTD | -8.5% | -7.9% | -0.5% | -7.8% |
| 1Y | -8.3% | -25.4% | +17.0% | -5.1% |
| 3Y | +28.2% | -35.0% | +63.2% | +35.1% |
| 5Y | +56.7% | -36.8% | +93.5% | +67.0% |
| All | +56.7% | -37.0% | +93.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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