+604.3%
CEG vs NYT
+68.4%
+535.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | +2.3% | +4.6% | -2.2% | +1.3% |
| 3M | +15.6% | -9.6% | +25.2% | +17.6% |
| 6M | -5.0% | -14.0% | +9.0% | -2.4% |
| YTD | -19.0% | -2.8% | -16.2% | -19.5% |
| 1Y | -10.0% | +15.6% | -25.5% | -15.1% |
| 3Y | +163.9% | +56.3% | +107.6% | +123.1% |
| All | +604.3% | +68.4% | +535.9% | +488.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling