+71.8%
CF vs NYT
+57.5%
+14.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -0.9% | +0.3% | -1.3% | -0.9% |
| 30D | +18.1% | +7.0% | +11.1% | +17.8% |
| 3M | +23.4% | -7.9% | +31.3% | +23.6% |
| 6M | +17.1% | -15.0% | +32.1% | +17.7% |
| YTD | +76.2% | -1.3% | +77.5% | +74.4% |
| 1Y | +62.3% | +16.9% | +45.4% | +57.5% |
| 3Y | +71.8% | +58.9% | +12.9% | +54.9% |
| All | +71.8% | +57.5% | +14.3% | +54.9% |
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