+15,879.4%
NOC vs CRS
+9,808.6%
+6,070.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.2% |
| 7D | -2.7% | -3.1% | +0.4% | -2.2% |
| 30D | -8.9% | -19.6% | +10.8% | -5.8% |
| 3M | -3.7% | -8.1% | +4.4% | -2.8% |
| 6M | -30.8% | +18.6% | -49.4% | -33.3% |
| YTD | -7.9% | +45.9% | -53.8% | -14.3% |
| 1Y | -9.4% | +82.5% | -91.9% | -19.2% |
| 3Y | +29.0% | +648.9% | -619.9% | -11.8% |
| 5Y | +56.1% | +1,438.1% | -1,382.1% | -8.7% |
| 10Y | +186.3% | +1,327.0% | -1,140.7% | +53.9% |
| All | +15,879.4% | +9,808.6% | +6,070.7% | +5,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling