+28.4%
NOC vs CRS
+620.4%
-592.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -1.8% | -4.1% | +2.4% | -1.6% |
| 30D | -9.4% | -16.6% | +7.1% | -8.6% |
| 3M | -3.8% | -14.3% | +10.4% | -3.3% |
| 6M | -28.8% | +11.6% | -40.3% | -29.5% |
| YTD | -7.9% | +42.6% | -50.5% | -10.0% |
| 1Y | -9.0% | +81.8% | -90.9% | -12.4% |
| All | +28.4% | +620.4% | -592.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling