+7.4%
CNH vs NYT
+56.2%
-48.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -5.7% | -0.6% | -5.1% | -5.6% |
| 30D | +26.6% | +4.6% | +22.0% | +25.3% |
| 3M | +31.1% | -9.6% | +40.7% | +33.5% |
| 6M | +24.9% | -14.0% | +38.9% | +28.4% |
| YTD | +48.7% | -2.8% | +51.6% | +47.6% |
| 1Y | +22.2% | +15.6% | +6.6% | +15.1% |
| 3Y | +7.4% | +56.3% | -48.9% | -14.4% |
| All | +7.4% | +56.2% | -48.8% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling