+2,672.8%
NOC vs CRL
+1,379.5%
+1,293.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.2% |
| 7D | -5.2% | -1.0% | -4.1% | -5.0% |
| 30D | -7.2% | +10.7% | -17.9% | -8.8% |
| 3M | -5.1% | +55.3% | -60.4% | -12.0% |
| 6M | -31.1% | +60.7% | -91.7% | -36.9% |
| YTD | -8.6% | +44.6% | -53.2% | -15.1% |
| 1Y | -9.7% | +77.7% | -87.5% | -19.3% |
| 3Y | +24.3% | +37.6% | -13.4% | +11.8% |
| 5Y | +52.6% | -35.8% | +88.5% | +54.4% |
| 10Y | +183.6% | +241.7% | -58.1% | +96.9% |
| All | +2,672.8% | +1,379.5% | +1,293.3% | +1,463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling