+62.1%
CNH vs NYT
+511.6%
-449.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.8% |
| 7D | +1.8% | -1.6% | +3.4% | +2.3% |
| 30D | +32.6% | +2.8% | +29.9% | +31.4% |
| 3M | +29.4% | -9.2% | +38.6% | +32.4% |
| 6M | +26.0% | -17.1% | +43.1% | +32.2% |
| YTD | +52.2% | -3.2% | +55.5% | +51.4% |
| 1Y | +23.9% | +15.7% | +8.2% | +16.0% |
| 3Y | +10.1% | +55.7% | -45.6% | -8.1% |
| 5Y | +13.2% | +39.4% | -26.2% | -5.3% |
| 10Y | +160.7% | +485.6% | -324.9% | +33.5% |
| All | +62.1% | +511.6% | -449.5% | -16.6% |
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 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