-14.1%
CG vs NYT
+16.5%
-30.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.6% |
| 7D | +9.4% | -3.9% | +13.3% | +10.0% |
| 30D | +8.7% | +4.3% | +4.4% | +8.1% |
| 3M | -15.0% | -11.7% | -3.2% | -13.6% |
| 6M | -13.2% | -14.4% | +1.2% | -11.0% |
| YTD | -26.2% | -3.0% | -23.1% | -24.2% |
| 1Y | -14.1% | +16.5% | -30.6% | -15.2% |
| All | -14.1% | +16.5% | -30.6% | -15.2% |
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