+56.1%
NOC vs CPB
-38.5%
+94.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -2.7% | -8.2% | +5.5% | -1.0% |
| 30D | -8.9% | -5.6% | -3.3% | -7.9% |
| 3M | -3.7% | +3.0% | -6.6% | -4.9% |
| 6M | -30.8% | -12.7% | -18.1% | -29.0% |
| YTD | -7.9% | -18.0% | +10.0% | -4.5% |
| 1Y | -9.4% | -31.7% | +22.3% | -1.4% |
| 3Y | +29.0% | -41.0% | +69.9% | +43.7% |
| 5Y | +56.1% | -38.4% | +94.4% | +73.3% |
| All | +56.1% | -38.5% | +94.6% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling