+309.0%
CFG vs NYT
+489.9%
-180.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -4.6% | +4.6% | -9.2% | -6.2% |
| 3M | +6.7% | -9.6% | +16.2% | +9.6% |
| 6M | +22.1% | -14.0% | +36.1% | +27.2% |
| YTD | +23.2% | -2.8% | +26.0% | +22.2% |
| 1Y | +40.3% | +15.6% | +24.7% | +30.3% |
| 3Y | +187.9% | +56.3% | +131.6% | +134.0% |
| 5Y | +102.0% | +39.5% | +62.5% | +65.5% |
| All | +309.0% | +489.9% | -180.9% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling