-89.7%
CDE vs NYT
+758.3%
-848.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | +9.5% | +4.6% | +4.9% | +8.2% |
| 3M | +25.5% | -9.6% | +35.1% | +27.7% |
| 6M | -7.9% | -14.0% | +6.1% | -5.2% |
| YTD | +15.6% | -2.8% | +18.4% | +14.8% |
| 1Y | +34.0% | +15.6% | +18.5% | +26.9% |
| 3Y | +791.9% | +56.3% | +735.6% | +672.5% |
| 5Y | +197.7% | +39.5% | +158.2% | +160.9% |
| 10Y | +55.0% | +488.0% | -433.0% | -10.1% |
| All | -89.7% | +758.3% | -848.0% | -94.4% |
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