+55.6%
NOC vs CMS
+23.4%
+32.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -5.2% | +0.4% | -5.5% | -5.3% |
| 30D | -7.2% | -3.6% | -3.6% | -5.9% |
| 3M | -5.1% | -1.9% | -3.2% | -4.6% |
| 6M | -31.1% | -11.0% | -20.1% | -28.1% |
| YTD | -8.6% | +0.2% | -8.8% | -8.8% |
| 1Y | -9.7% | -1.3% | -8.4% | -9.5% |
| 3Y | +24.3% | +35.9% | -11.7% | +9.9% |
| All | +55.6% | +23.4% | +32.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling