-9.7%
NOC vs CPAY
+29.9%
-39.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -5.2% | +2.1% | -7.3% | -5.4% |
| 30D | -7.2% | +5.5% | -12.7% | -7.7% |
| 3M | -5.1% | +16.6% | -21.7% | -6.7% |
| 6M | -31.1% | +26.7% | -57.7% | -32.5% |
| YTD | -8.6% | +38.4% | -46.9% | -11.9% |
| 1Y | -9.7% | +30.1% | -39.9% | -13.5% |
| All | -9.7% | +29.9% | -39.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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