+62.2%
CF vs NYT
+15.9%
+46.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +2.6% |
| 7D | -0.8% | -1.6% | +0.8% | -1.0% |
| 30D | +14.3% | +2.8% | +11.5% | +14.6% |
| 3M | +27.9% | -9.2% | +37.1% | +26.9% |
| 6M | +25.5% | -17.1% | +42.6% | +24.0% |
| YTD | +81.2% | -3.2% | +84.4% | +80.0% |
| All | +62.2% | +15.9% | +46.3% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling