+5,967.0%
CF vs NYT
+177.6%
+5,789.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.4% |
| 30D | +14.8% | +2.7% | +12.1% | +13.9% |
| 3M | +14.1% | -10.3% | +24.4% | +16.9% |
| 6M | +28.5% | -16.6% | +45.1% | +33.5% |
| YTD | +74.9% | -2.3% | +77.2% | +73.1% |
| 1Y | +61.7% | +15.0% | +46.7% | +52.2% |
| 3Y | +80.3% | +57.1% | +23.2% | +51.3% |
| 5Y | +226.0% | +37.2% | +188.8% | +176.0% |
| 10Y | +569.9% | +464.3% | +105.5% | +251.4% |
| All | +5,967.0% | +177.6% | +5,789.3% | +3,300.0% |
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 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