+14,450.6%
CAH vs NYT
+758.3%
+13,692.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | +0.2% | +4.6% | -4.4% | -0.7% |
| 3M | +6.3% | -9.6% | +15.9% | +7.8% |
| 6M | +9.4% | -14.0% | +23.4% | +11.7% |
| YTD | +15.0% | -2.8% | +17.8% | +14.7% |
| 1Y | +55.4% | +15.6% | +39.9% | +49.9% |
| 3Y | +173.8% | +56.3% | +117.5% | +146.1% |
| 5Y | +395.2% | +39.5% | +355.7% | +345.1% |
| 10Y | +293.2% | +488.0% | -194.8% | +161.0% |
| All | +14,450.6% | +758.3% | +13,692.3% | +7,629.8% |
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