+585.8%
NOC vs CNH
+32.2%
+553.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.5% |
| 7D | -5.8% | -1.7% | -4.1% | -5.6% |
| 30D | +10.9% | -7.2% | +18.1% | +12.1% |
| 3M | -7.1% | +6.5% | -13.6% | -8.8% |
| 6M | -5.3% | +7.9% | -13.2% | -7.7% |
| YTD | -6.8% | +26.6% | -33.4% | -12.2% |
| 1Y | -6.7% | +13.8% | -20.5% | -10.5% |
| 3Y | +17.2% | +9.2% | +8.0% | +10.1% |
| 5Y | +56.3% | -15.6% | +71.9% | +51.0% |
| 10Y | +173.7% | +119.2% | +54.5% | +104.0% |
| All | +585.8% | +32.2% | +553.6% | +431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling