-0.1%
NOC vs CMS
-4.6%
+4.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | 0.0% |
| 7D | +4.5% | -1.3% | +5.8% | +5.2% |
| 30D | +14.1% | +5.3% | +8.8% | +11.2% |
| 3M | -4.5% | -0.3% | -4.1% | -4.5% |
| 6M | -0.8% | -4.0% | +3.3% | +0.5% |
| YTD | -2.5% | +2.1% | -4.7% | -4.1% |
| 1Y | -0.1% | -4.7% | +4.6% | +3.2% |
| All | -0.1% | -4.6% | +4.5% | +3.2% |
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