+16,077.5%
NOC vs CMS
+463.7%
+15,613.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -5.8% | -1.3% | -4.5% | -5.6% |
| 30D | +10.9% | +6.3% | +4.6% | +9.4% |
| 3M | -7.1% | -2.1% | -5.1% | -6.7% |
| 6M | -5.3% | -5.1% | -0.2% | -4.3% |
| YTD | -6.8% | +1.3% | -8.1% | -7.1% |
| 1Y | -6.7% | -1.4% | -5.3% | -6.5% |
| 3Y | +17.2% | +36.9% | -19.7% | +9.1% |
| 5Y | +56.3% | +32.5% | +23.7% | +45.9% |
| 10Y | +173.7% | +126.8% | +47.0% | +131.0% |
| All | +16,077.5% | +463.7% | +15,613.8% | +11,566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling