+3.5%
CI vs NYT
-14.6%
+18.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-08 to 2026-09-08.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -2.0% | +0.3% | -2.4% | -2.1% |
| 30D | -1.8% | +7.0% | -8.8% | -2.7% |
| 3M | -4.2% | -7.9% | +3.7% | -3.3% |
| All | +3.5% | -14.6% | +18.0% | +4.2% |
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 2026-03-08 to 2026-09-08: 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…
2026-03-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling