+3,458.4%
CLS vs NYT
+143.7%
+3,314.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.8% |
| 7D | +20.1% | -1.6% | +21.7% | +20.7% |
| 30D | +6.0% | +2.8% | +3.3% | +5.0% |
| 3M | -10.3% | -9.2% | -1.1% | -8.3% |
| 6M | +24.5% | -17.1% | +41.6% | +30.8% |
| YTD | +12.9% | -3.2% | +16.1% | +12.0% |
| 1Y | +36.7% | +15.7% | +21.0% | +26.8% |
| 3Y | +1,328.1% | +55.7% | +1,272.4% | +1,072.6% |
| 5Y | +3,682.3% | +39.4% | +3,642.9% | +3,038.0% |
| 10Y | +3,038.3% | +485.6% | +2,552.7% | +1,398.1% |
| All | +3,458.4% | +143.7% | +3,314.7% | +1,370.3% |
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