+3,154.0%
CLS vs NYT
+489.9%
+2,664.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.4% |
| 7D | +10.9% | -0.6% | +11.5% | +11.2% |
| 30D | +2.1% | +4.6% | -2.5% | +0.7% |
| 3M | -10.2% | -9.6% | -0.6% | -8.3% |
| 6M | +30.4% | -14.0% | +44.4% | +34.9% |
| YTD | +17.2% | -2.8% | +20.1% | +16.2% |
| 1Y | +41.0% | +15.6% | +25.4% | +31.4% |
| 3Y | +1,338.0% | +56.3% | +1,281.7% | +1,081.5% |
| 5Y | +3,860.6% | +39.5% | +3,821.1% | +3,172.8% |
| All | +3,154.0% | +489.9% | +2,664.1% | +2,048.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling