-2.7%
NOC vs CNH
+33.2%
-35.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.9% | -8.2% | +2.5% |
| 7D | -2.9% | +8.6% | -11.5% | -3.1% |
| 30D | +12.1% | +12.6% | -0.4% | +11.9% |
| 3M | -5.3% | +17.5% | -22.8% | -5.5% |
| 6M | -1.0% | +18.1% | -19.1% | -1.3% |
| YTD | -4.3% | +40.4% | -44.7% | -6.4% |
| All | -2.7% | +33.2% | -35.9% | -5.2% |
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 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