+161.4%
NOC vs CRL
+358.0%
-196.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +4.9% | +5.0% | -0.2% | +4.2% |
| 30D | +13.6% | +13.5% | +0.1% | +11.7% |
| 3M | -3.9% | +21.5% | -25.4% | -6.5% |
| 6M | +1.4% | +103.4% | -102.0% | -8.0% |
| YTD | -2.2% | +71.8% | -74.0% | -9.9% |
| 1Y | -1.2% | +97.5% | -98.7% | -10.7% |
| 3Y | +25.0% | +99.2% | -74.2% | +8.9% |
| 5Y | +66.0% | -12.1% | +78.2% | +68.1% |
| 10Y | +161.4% | +359.2% | -197.8% | +63.2% |
| All | +161.4% | +358.0% | -196.6% | +63.2% |
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 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