+132.5%
CNP vs NYT
+489.9%
-357.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -2.9% | +4.6% | -7.5% | -3.7% |
| 3M | -7.5% | -9.6% | +2.0% | -6.2% |
| 6M | -7.9% | -14.0% | +6.1% | -6.0% |
| YTD | +3.7% | -2.8% | +6.6% | +3.3% |
| 1Y | +4.6% | +15.6% | -11.0% | +0.6% |
| 3Y | +49.1% | +56.3% | -7.2% | +32.7% |
| 5Y | +69.2% | +39.5% | +29.7% | +51.2% |
| All | +132.5% | +489.9% | -357.5% | +81.8% |
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 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