+114.5%
CF vs NYT
+60.8%
+53.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +10.4% | +9.3% | +1.0% | +9.3% |
| 30D | +7.6% | +10.0% | -2.5% | +6.5% |
| 3M | +5.2% | +14.5% | -9.3% | +3.5% |
| 6M | -0.1% | -5.4% | +5.3% | +0.3% |
| YTD | +61.7% | +6.0% | +55.7% | +58.9% |
| 1Y | +50.3% | +16.7% | +33.6% | +45.5% |
| 3Y | +66.0% | +72.7% | -6.7% | +49.0% |
| 5Y | +114.5% | +59.8% | +54.7% | +93.0% |
| All | +114.5% | +60.8% | +53.7% | +93.0% |
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