+189.3%
NOC vs CRL
+244.4%
-55.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.6% | -4.6% | +3.0% | -1.0% |
| 30D | -10.4% | +0.5% | -10.9% | -10.5% |
| 3M | -5.6% | +46.6% | -52.2% | -10.4% |
| 6M | -30.4% | +57.3% | -87.7% | -34.9% |
| YTD | -8.5% | +39.5% | -48.0% | -13.3% |
| 1Y | -8.3% | +76.9% | -85.2% | -16.2% |
| 3Y | +28.2% | +39.4% | -11.1% | +17.8% |
| 5Y | +56.7% | -37.2% | +93.9% | +68.1% |
| 10Y | +189.3% | +253.4% | -64.1% | +75.5% |
| All | +189.3% | +244.4% | -55.1% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling