+186.3%
NOC vs CMS
+117.1%
+69.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.7% | +1.2% | -3.9% | -3.2% |
| 30D | -8.9% | -3.2% | -5.7% | -7.6% |
| 3M | -3.7% | -2.2% | -1.5% | -2.9% |
| 6M | -30.8% | -9.4% | -21.4% | -27.8% |
| YTD | -7.9% | +0.7% | -8.6% | -8.5% |
| 1Y | -9.4% | +0.4% | -9.8% | -9.9% |
| 3Y | +29.0% | +35.2% | -6.2% | +11.0% |
| 5Y | +56.1% | +24.1% | +31.9% | +37.9% |
| 10Y | +186.3% | +115.8% | +70.5% | +133.6% |
| All | +186.3% | +117.1% | +69.1% | +133.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling