+165.1%
CEG vs NYT
+55.5%
+109.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.3% | -0.7% | +1.1% | +0.5% |
| 30D | +2.9% | +4.5% | -1.6% | +2.2% |
| 3M | +18.2% | -8.5% | +26.7% | +19.4% |
| 6M | -9.5% | -15.1% | +5.5% | -7.3% |
| YTD | -18.7% | -3.3% | -15.4% | -19.1% |
| 1Y | -10.1% | +17.0% | -27.1% | -15.1% |
| All | +165.1% | +55.5% | +109.6% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling