+15,768.5%
NOC vs CMS
+457.8%
+15,310.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -5.2% | +0.4% | -5.5% | -5.3% |
| 30D | -7.2% | -3.6% | -3.6% | -6.5% |
| 3M | -5.1% | -1.9% | -3.2% | -4.8% |
| 6M | -31.1% | -11.0% | -20.1% | -29.3% |
| YTD | -8.6% | +0.2% | -8.8% | -8.7% |
| 1Y | -9.7% | -1.3% | -8.4% | -9.6% |
| 3Y | +24.3% | +35.9% | -11.7% | +15.8% |
| 5Y | +52.6% | +23.1% | +29.5% | +44.7% |
| 10Y | +183.6% | +117.9% | +65.7% | +141.1% |
| All | +15,768.5% | +457.8% | +15,310.7% | +11,371.4% |
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