+157.4%
NOC vs CNH
+106.0%
+51.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.8% | +3.0% | +1.8% | +4.2% |
| 30D | +11.0% | -0.6% | +11.6% | +10.9% |
| 3M | -3.8% | +14.6% | -18.4% | -6.8% |
| 6M | +0.6% | +11.8% | -11.1% | -2.6% |
| YTD | -2.3% | +30.4% | -32.7% | -8.6% |
| 1Y | +0.3% | +19.1% | -18.8% | -4.8% |
| 3Y | +24.6% | +30.2% | -5.6% | +12.4% |
| 5Y | +66.0% | -17.8% | +83.8% | +61.6% |
| All | +157.4% | +106.0% | +51.4% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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