-7.5%
NOC vs CMS
+1.4%
-8.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.2% |
| 7D | -5.0% | +4.1% | -9.0% | -6.8% |
| 30D | +10.3% | +10.9% | -0.5% | +5.3% |
| 3M | -4.3% | -0.2% | -4.1% | -4.6% |
| 6M | -6.5% | -4.7% | -1.8% | -5.0% |
| YTD | -6.7% | +3.9% | -10.6% | -8.3% |
| 1Y | -7.5% | +0.4% | -7.8% | -7.7% |
| All | -7.5% | +1.4% | -8.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling