+95.2%
CNC vs NYT
+489.9%
-394.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -1.0% | +4.6% | -5.6% | -1.7% |
| 3M | +4.5% | -9.6% | +14.1% | +5.6% |
| 6M | +85.2% | -14.0% | +99.2% | +88.2% |
| YTD | +61.4% | -2.8% | +64.3% | +60.8% |
| 1Y | +94.9% | +15.6% | +79.3% | +88.5% |
| 3Y | 0.0% | +56.3% | -56.3% | -9.7% |
| 5Y | +11.2% | +39.5% | -28.3% | +0.1% |
| All | +95.2% | +489.9% | -394.7% | +79.6% |
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 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