+6,651.5%
CME vs NYT
+92.5%
+6,559.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | +4.7% | +2.8% | +1.9% | +3.8% |
| 3M | +7.8% | -9.2% | +17.0% | +10.1% |
| 6M | -11.0% | -17.1% | +6.1% | -7.0% |
| YTD | +4.0% | -3.2% | +7.3% | +3.7% |
| 1Y | +9.1% | +15.7% | -6.6% | +3.1% |
| 3Y | +52.3% | +55.7% | -3.5% | +28.5% |
| 5Y | +76.1% | +39.4% | +36.7% | +48.7% |
| 10Y | +280.6% | +485.6% | -205.0% | +86.4% |
| All | +6,651.5% | +92.5% | +6,559.0% | +3,686.8% |
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