+38.8%
CFG vs NYT
+15.2%
+23.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | -3.8% | +2.7% | -6.6% | -4.1% |
| 3M | +11.5% | -10.3% | +21.8% | +12.6% |
| 6M | +19.2% | -16.6% | +35.8% | +21.7% |
| YTD | +23.7% | -2.3% | +26.0% | +23.6% |
| 1Y | +38.8% | +15.0% | +23.8% | +36.4% |
| All | +38.8% | +15.2% | +23.6% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling