+58.9%
NOC vs CRL
-38.6%
+97.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | -1.8% | -6.9% | +5.2% | -1.5% |
| 30D | -9.4% | -3.2% | -6.3% | -9.4% |
| 3M | -3.8% | +46.5% | -50.4% | -5.3% |
| 6M | -28.8% | +63.1% | -91.9% | -30.2% |
| YTD | -7.9% | +36.9% | -44.7% | -9.3% |
| 1Y | -9.0% | +78.1% | -87.2% | -11.4% |
| 3Y | +29.1% | +36.7% | -7.6% | +26.3% |
| 5Y | +58.9% | -38.1% | +97.0% | +51.4% |
| All | +58.9% | -38.6% | +97.5% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling