+25.6%
NOC vs CPB
-40.7%
+66.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.0% |
| 7D | -5.2% | -8.6% | +3.4% | -3.9% |
| 30D | -7.2% | -7.2% | 0.0% | -6.3% |
| 3M | -5.1% | +0.9% | -6.0% | -5.7% |
| 6M | -31.1% | -11.8% | -19.3% | -29.9% |
| YTD | -8.6% | -19.4% | +10.8% | -5.8% |
| 1Y | -9.7% | -30.4% | +20.7% | -4.2% |
| All | +25.6% | -40.7% | +66.4% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling