+157.4%
NOC vs CPB
-38.9%
+196.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.4% |
| 7D | +4.8% | -1.6% | +6.4% | +5.1% |
| 30D | +11.0% | +19.2% | -8.2% | +7.1% |
| 3M | -3.8% | -0.9% | -2.9% | -4.0% |
| 6M | +0.6% | +15.2% | -14.6% | -2.9% |
| YTD | -2.3% | -13.1% | +10.8% | -0.6% |
| 1Y | +0.3% | -22.4% | +22.7% | +4.4% |
| 3Y | +24.6% | -35.3% | +59.9% | +33.6% |
| 5Y | +66.0% | -33.0% | +99.0% | +76.9% |
| All | +157.4% | -38.9% | +196.3% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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