+28.5%
CL vs NYT
+39.3%
-10.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.4% |
| 30D | -4.8% | +4.5% | -9.2% | -5.1% |
| 3M | -1.7% | -8.5% | +6.8% | -1.3% |
| 6M | -3.8% | -15.1% | +11.2% | -3.0% |
| YTD | +13.3% | -3.3% | +16.6% | +13.4% |
| 1Y | +8.3% | +17.0% | -8.7% | +7.2% |
| 3Y | +28.8% | +55.7% | -26.8% | +25.7% |
| 5Y | +28.5% | +38.9% | -10.3% | +20.9% |
| All | +28.5% | +39.3% | -10.7% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling