+357.2%
CFG vs NYT
+559.3%
-202.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | +2.7% | +0.3% | +2.3% | +2.5% |
| 30D | -3.7% | +7.0% | -10.6% | -6.0% |
| 3M | +9.5% | -7.9% | +17.4% | +11.8% |
| 6M | +22.2% | -15.0% | +37.3% | +27.9% |
| YTD | +22.3% | -1.3% | +23.6% | +20.7% |
| 1Y | +39.4% | +16.9% | +22.6% | +29.1% |
| 3Y | +188.5% | +58.9% | +129.6% | +133.3% |
| 5Y | +101.5% | +40.9% | +60.7% | +64.8% |
| 10Y | +308.6% | +471.8% | -163.2% | +92.2% |
| All | +357.2% | +559.3% | -202.1% | +108.1% |
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