-42.6%
CCL vs NYT
+489.9%
-532.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.0% |
| 7D | -3.2% | -0.6% | -2.6% | -2.9% |
| 30D | -17.8% | +4.6% | -22.4% | -19.6% |
| 3M | -18.7% | -9.6% | -9.1% | -15.5% |
| 6M | -11.4% | -14.0% | +2.6% | -5.7% |
| YTD | -24.3% | -2.8% | -21.5% | -24.5% |
| 1Y | -28.8% | +15.6% | -44.4% | -35.2% |
| 3Y | +49.3% | +56.3% | -7.0% | +13.1% |
| 5Y | +1.6% | +39.5% | -37.9% | -22.3% |
| All | -42.6% | +489.9% | -532.6% | -68.8% |
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 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