+5,583.4%
CF vs NYT
+196.0%
+5,387.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | +5.4% | +9.0% | -3.6% | +2.7% |
| 30D | +6.5% | +6.8% | -0.3% | +4.4% |
| 3M | +4.6% | +12.1% | -7.5% | +0.8% |
| 6M | -3.3% | -7.7% | +4.4% | -2.1% |
| YTD | +63.9% | +4.2% | +59.7% | +58.5% |
| 1Y | +50.4% | +14.3% | +36.1% | +41.5% |
| 3Y | +68.2% | +69.8% | -1.5% | +37.7% |
| 5Y | +113.8% | +57.7% | +56.2% | +73.6% |
| 10Y | +479.3% | +538.7% | -59.4% | +191.5% |
| All | +5,583.4% | +196.0% | +5,387.5% | +3,013.9% |
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