+16,077.5%
NOC vs CP
+7,734.8%
+8,342.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -5.8% | +2.8% | -8.6% | -6.5% |
| 30D | +10.9% | +10.2% | +0.7% | +8.3% |
| 3M | -7.1% | +2.4% | -9.5% | -7.8% |
| 6M | -5.3% | +7.7% | -13.0% | -7.3% |
| YTD | -6.8% | +26.0% | -32.8% | -12.3% |
| 1Y | -6.7% | +34.6% | -41.4% | -13.7% |
| 3Y | +17.2% | +26.7% | -9.5% | +8.4% |
| 5Y | +56.3% | +24.9% | +31.4% | +43.3% |
| 10Y | +173.7% | +258.6% | -84.9% | +91.3% |
| All | +16,077.5% | +7,734.8% | +8,342.7% | +5,100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling