+776.5%
CCL vs NYT
+754.7%
+21.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.4% |
| 7D | -4.4% | -1.6% | -2.8% | -3.8% |
| 30D | -18.2% | +2.8% | -21.0% | -19.1% |
| 3M | -17.7% | -9.2% | -8.5% | -15.3% |
| 6M | -13.0% | -17.1% | +4.1% | -7.4% |
| YTD | -24.5% | -3.2% | -21.2% | -24.4% |
| 1Y | -26.9% | +15.7% | -42.6% | -31.7% |
| 3Y | +50.8% | +55.7% | -5.0% | +24.1% |
| 5Y | -0.9% | +39.4% | -40.3% | -16.0% |
| 10Y | -41.7% | +485.6% | -527.2% | -70.7% |
| All | +776.5% | +754.7% | +21.7% | +249.3% |
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