+561.9%
CAG vs NYT
+758.3%
-196.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -5.7% | -0.6% | -5.1% | -5.6% |
| 30D | -2.4% | +4.6% | -7.0% | -3.0% |
| 3M | +9.8% | -9.6% | +19.4% | +11.0% |
| 6M | -10.8% | -14.0% | +3.2% | -9.4% |
| YTD | -10.8% | -2.8% | -8.0% | -10.9% |
| 1Y | -19.0% | +15.6% | -34.5% | -20.9% |
| 3Y | -39.7% | +56.3% | -96.0% | -43.8% |
| 5Y | -43.0% | +39.5% | -82.5% | -47.0% |
| 10Y | -36.0% | +488.0% | -524.1% | -52.7% |
| All | +561.9% | +758.3% | -196.4% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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