+1,119.1%
NOC vs CPAY
+1,524.4%
-405.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -1.6% | -2.5% | +0.9% | -1.1% |
| 30D | -10.4% | +1.3% | -11.7% | -10.7% |
| 3M | -5.6% | +13.5% | -19.1% | -8.3% |
| 6M | -30.4% | +24.7% | -55.1% | -34.0% |
| YTD | -8.5% | +34.9% | -43.4% | -15.3% |
| 1Y | -8.3% | +29.7% | -38.0% | -14.6% |
| 3Y | +28.2% | +49.4% | -21.2% | +12.3% |
| 5Y | +56.7% | +53.5% | +3.2% | +33.4% |
| 10Y | +189.3% | +152.5% | +36.9% | +108.3% |
| All | +1,119.1% | +1,524.4% | -405.3% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling