+572.7%
NOC vs CNH
+64.7%
+508.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.6% | -3.2% |
| 7D | -5.2% | +23.3% | -28.5% | -8.6% |
| 30D | -7.2% | +33.5% | -40.7% | -11.9% |
| 3M | -5.1% | +32.7% | -37.8% | -10.1% |
| 6M | -31.1% | +22.2% | -53.2% | -34.1% |
| YTD | -8.6% | +57.7% | -66.3% | -16.7% |
| 1Y | -9.7% | +28.0% | -37.7% | -14.8% |
| 3Y | +24.3% | +11.5% | +12.7% | +17.7% |
| 5Y | +52.6% | +11.9% | +40.8% | +40.3% |
| 10Y | +183.6% | +162.8% | +20.8% | +105.6% |
| All | +572.7% | +64.7% | +508.0% | +403.9% |
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 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