+813.3%
CDW vs NYT
+607.7%
+205.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -5.5% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | +6.9% | +7.0% | -0.1% | +4.9% |
| 3M | +7.7% | -7.9% | +15.6% | +10.0% |
| 6M | +18.3% | -15.0% | +33.3% | +22.4% |
| YTD | +7.8% | -1.3% | +9.0% | +6.3% |
| 1Y | -12.2% | +16.9% | -29.1% | -17.7% |
| 3Y | -28.9% | +58.9% | -87.9% | -40.3% |
| 5Y | -22.8% | +40.9% | -63.7% | -34.6% |
| 10Y | +266.1% | +471.8% | -205.7% | +106.7% |
| All | +813.3% | +607.7% | +205.6% | +436.1% |
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