+189.8%
NOC vs CPAY
+155.2%
+34.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | -2.0% | +2.7% | +1.2% |
| 30D | -9.7% | -0.4% | -9.3% | -9.7% |
| 3M | -5.6% | +16.4% | -22.0% | -8.6% |
| 6M | -28.6% | +23.5% | -52.1% | -31.9% |
| YTD | -7.9% | +35.7% | -43.5% | -14.3% |
| 1Y | -9.5% | +30.2% | -39.7% | -15.3% |
| 3Y | +28.4% | +49.7% | -21.4% | +13.1% |
| 5Y | +59.0% | +56.6% | +2.4% | +35.6% |
| All | +189.8% | +155.2% | +34.7% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling