-9.5%
NOC vs CRL
+80.5%
-90.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.8% | -3.5% | +4.3% | +0.9% |
| 30D | -9.7% | -2.1% | -7.5% | -9.6% |
| 3M | -5.6% | +48.0% | -53.6% | -7.8% |
| 6M | -28.6% | +64.7% | -93.3% | -30.9% |
| YTD | -7.9% | +39.5% | -47.4% | -10.3% |
| 1Y | -9.5% | +74.2% | -83.7% | -13.9% |
| All | -9.5% | +80.5% | -90.0% | -13.9% |
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