+626.9%
CEG vs NYT
+67.7%
+559.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | +8.8% | +2.8% | +6.1% | +8.2% |
| 3M | +17.0% | -9.2% | +26.2% | +18.9% |
| 6M | -8.7% | -17.1% | +8.4% | -5.3% |
| YTD | -16.4% | -3.2% | -13.2% | -16.9% |
| 1Y | -1.8% | +15.7% | -17.5% | -7.4% |
| 3Y | +175.8% | +55.7% | +120.1% | +133.3% |
| All | +626.9% | +67.7% | +559.2% | +507.9% |
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 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