-9.7%
NOC vs CRL
+78.8%
-88.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.4% |
| 7D | -5.2% | -1.0% | -4.1% | -5.1% |
| 30D | -7.2% | +10.7% | -17.9% | -7.7% |
| 3M | -5.1% | +55.3% | -60.4% | -7.6% |
| 6M | -31.1% | +60.7% | -91.7% | -33.1% |
| YTD | -8.6% | +44.6% | -53.2% | -11.1% |
| 1Y | -9.7% | +77.7% | -87.5% | -14.2% |
| All | -9.7% | +78.8% | -88.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling