+6,741.8%
CCEP vs NYT
+754.7%
+5,987.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.2% |
| 7D | -3.7% | -1.6% | -2.1% | -3.4% |
| 30D | -2.1% | +2.8% | -4.9% | -2.6% |
| 3M | +7.2% | -9.2% | +16.4% | +8.7% |
| 6M | +3.3% | -17.1% | +20.4% | +6.3% |
| YTD | +15.7% | -3.2% | +18.9% | +15.5% |
| 1Y | +16.6% | +15.7% | +0.9% | +12.4% |
| 3Y | +84.3% | +55.7% | +28.5% | +65.3% |
| 5Y | +109.0% | +39.4% | +69.7% | +87.7% |
| 10Y | +238.1% | +485.6% | -247.4% | +120.6% |
| All | +6,741.8% | +754.7% | +5,987.1% | +3,353.6% |
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 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