+219.8%
CB vs NYT
+489.9%
-270.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -1.2% | +4.6% | -5.8% | -2.0% |
| 3M | +3.8% | -9.6% | +13.4% | +5.2% |
| 6M | +5.8% | -14.0% | +19.8% | +7.9% |
| YTD | +9.4% | -2.8% | +12.2% | +9.0% |
| 1Y | +20.7% | +15.6% | +5.1% | +16.3% |
| 3Y | +70.1% | +56.3% | +13.7% | +53.3% |
| 5Y | +101.4% | +39.5% | +61.8% | +81.9% |
| All | +219.8% | +489.9% | -270.1% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling