+161.4%
NOC vs CPB
-40.1%
+201.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.7% |
| 7D | +4.9% | -4.1% | +9.0% | +5.7% |
| 30D | +13.6% | +16.9% | -3.3% | +10.0% |
| 3M | -3.9% | -0.6% | -3.3% | -4.2% |
| 6M | +1.4% | +11.4% | -10.0% | -1.5% |
| YTD | -2.2% | -14.8% | +12.6% | -0.1% |
| 1Y | -1.2% | -24.8% | +23.6% | +3.6% |
| 3Y | +25.0% | -36.6% | +61.6% | +34.6% |
| 5Y | +66.0% | -33.3% | +99.4% | +77.2% |
| 10Y | +161.4% | -40.4% | +201.8% | +165.1% |
| All | +161.4% | -40.1% | +201.6% | +165.1% |
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