+60.4%
NOC vs CPB
-31.8%
+92.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +2.9% |
| 7D | -2.9% | +3.3% | -6.2% | -3.7% |
| 30D | +12.1% | +19.0% | -6.9% | +7.8% |
| 3M | -5.3% | +0.4% | -5.7% | -5.8% |
| 6M | -1.0% | +13.0% | -14.0% | -4.6% |
| YTD | -4.3% | -12.7% | +8.4% | -2.3% |
| 1Y | -3.6% | -20.9% | +17.2% | +1.0% |
| 3Y | +22.9% | -35.4% | +58.3% | +33.7% |
| 5Y | +60.4% | -32.3% | +92.7% | +66.5% |
| All | +60.4% | -31.8% | +92.2% | +66.5% |
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