-9.4%
NOC vs CP
+19.5%
-28.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | -8.9% | -0.5% | -8.3% | -8.9% |
| 3M | -3.7% | +1.4% | -5.1% | -4.2% |
| 6M | -30.8% | +10.3% | -41.1% | -32.4% |
| YTD | -7.9% | +24.3% | -32.2% | -13.2% |
| 1Y | -9.4% | +20.4% | -29.9% | -13.3% |
| All | -9.4% | +19.5% | -28.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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