+312.8%
CG vs NYT
+1,118.7%
-806.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -9.8% | -0.7% | -9.1% | -9.6% |
| 30D | -10.3% | +4.5% | -14.8% | -11.6% |
| 3M | -1.7% | -8.5% | +6.9% | +0.6% |
| 6M | -9.8% | -15.1% | +5.2% | -5.8% |
| YTD | -25.6% | -3.3% | -22.3% | -25.8% |
| 1Y | -32.5% | +17.0% | -49.5% | -37.1% |
| 3Y | +45.6% | +55.7% | -10.0% | +21.7% |
| 5Y | +3.7% | +38.9% | -35.2% | -12.5% |
| 10Y | +321.1% | +485.3% | -164.2% | +132.3% |
| All | +312.8% | +1,118.7% | -806.0% | +115.1% |
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