+616.6%
NOC vs CNH
+40.2%
+576.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.1% | +2.5% |
| 7D | -0.3% | +4.5% | -4.8% | -1.1% |
| 30D | +14.1% | +7.6% | +6.5% | +12.5% |
| 3M | -4.6% | +17.0% | -21.6% | -7.9% |
| 6M | +0.7% | +12.9% | -12.2% | -2.6% |
| YTD | -2.6% | +34.3% | -36.9% | -9.2% |
| 1Y | -1.0% | +28.5% | -29.5% | -7.1% |
| 3Y | +24.5% | +31.9% | -7.4% | +12.8% |
| 5Y | +64.3% | -9.6% | +73.9% | +56.7% |
| 10Y | +162.8% | +106.3% | +56.5% | +97.5% |
| All | +616.6% | +40.2% | +576.4% | +449.1% |
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