+237.8%
CF vs NYT
+38.5%
+199.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.7% |
| 30D | +14.3% | +2.8% | +11.5% | +13.9% |
| 3M | +27.9% | -9.2% | +37.1% | +28.9% |
| 6M | +25.5% | -17.1% | +42.6% | +27.6% |
| YTD | +81.2% | -3.2% | +84.4% | +80.0% |
| 1Y | +66.5% | +15.7% | +50.8% | +61.0% |
| 3Y | +76.7% | +55.7% | +20.9% | +61.3% |
| 5Y | +237.8% | +39.4% | +198.5% | +196.5% |
| All | +237.8% | +38.5% | +199.3% | +196.5% |
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