+16,860.8%
NOC vs CLX
+2,867.3%
+13,993.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | 0.0% |
| 7D | +4.8% | +9.5% | -4.7% | +2.8% |
| 30D | +11.0% | +30.7% | -19.6% | +4.7% |
| 3M | -3.8% | +4.2% | -8.0% | -4.9% |
| 6M | +0.6% | +22.1% | -21.5% | -4.2% |
| YTD | -2.3% | +14.1% | -16.4% | -6.0% |
| 1Y | +0.3% | +10.3% | -10.1% | -2.9% |
| 3Y | +24.6% | -7.8% | +32.4% | +24.5% |
| 5Y | +66.0% | -20.8% | +86.8% | +68.4% |
| 10Y | +161.2% | +31.9% | +129.3% | +129.2% |
| All | +16,860.8% | +2,867.3% | +13,993.5% | +7,946.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling