+79.6%
CME vs NYT
+38.8%
+40.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +5.6% | +4.6% | +1.0% | +5.1% |
| 3M | +5.6% | -9.6% | +15.2% | +6.4% |
| 6M | -8.3% | -14.0% | +5.7% | -7.2% |
| YTD | +4.3% | -2.8% | +7.2% | +4.1% |
| 1Y | +9.1% | +15.6% | -6.5% | +6.8% |
| 3Y | +52.1% | +56.3% | -4.3% | +41.7% |
| All | +79.6% | +38.8% | +40.9% | +64.6% |
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