-9.4%
NOC vs CNH
+20.6%
-30.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +0.7% |
| 7D | -2.7% | +8.8% | -11.5% | -2.8% |
| 30D | -8.9% | +24.7% | -33.5% | -9.1% |
| 3M | -3.7% | +27.3% | -31.0% | -4.1% |
| 6M | -30.8% | +23.2% | -54.0% | -30.7% |
| YTD | -7.9% | +48.9% | -56.9% | -10.2% |
| 1Y | -9.4% | +19.4% | -28.8% | -9.9% |
| All | -9.4% | +20.6% | -30.0% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling