+15,768.5%
NOC vs CLX
+2,386.6%
+13,381.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -5.2% | -9.2% | +4.1% | -3.2% |
| 30D | -7.2% | -11.0% | +3.8% | -4.9% |
| 3M | -5.1% | +5.0% | -10.1% | -6.4% |
| 6M | -31.1% | -18.8% | -12.3% | -28.3% |
| YTD | -8.6% | -4.4% | -4.2% | -8.4% |
| 1Y | -9.7% | -21.9% | +12.1% | -5.6% |
| 3Y | +24.3% | -32.8% | +57.0% | +33.1% |
| 5Y | +52.6% | -34.6% | +87.2% | +61.6% |
| 10Y | +183.6% | -4.7% | +188.3% | +168.2% |
| All | +15,768.5% | +2,386.6% | +13,381.9% | +7,741.0% |
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 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