+7,325.5%
CI vs NYT
+772.2%
+6,553.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -2.0% | +0.3% | -2.4% | -2.1% |
| 30D | -1.8% | +7.0% | -8.8% | -3.4% |
| 3M | -4.2% | -7.9% | +3.7% | -2.8% |
| 6M | +2.7% | -15.0% | +17.7% | +5.9% |
| YTD | +1.9% | -1.3% | +3.2% | +1.3% |
| 1Y | -6.3% | +16.9% | -23.1% | -10.6% |
| 3Y | +3.9% | +58.9% | -55.0% | -9.5% |
| 5Y | +41.9% | +40.9% | +1.0% | +23.6% |
| 10Y | +140.4% | +471.8% | -331.4% | +41.8% |
| All | +7,325.5% | +772.2% | +6,553.3% | +3,071.5% |
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