+1,817.5%
CNP vs NYT
+754.7%
+1,062.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | -0.1% | +2.8% | -2.8% | -0.5% |
| 3M | -5.6% | -9.2% | +3.6% | -4.5% |
| 6M | -7.5% | -17.1% | +9.6% | -5.2% |
| YTD | +5.5% | -3.2% | +8.7% | +5.3% |
| 1Y | +8.3% | +15.7% | -7.4% | +5.0% |
| 3Y | +51.8% | +55.7% | -4.0% | +38.6% |
| 5Y | +69.9% | +39.4% | +30.5% | +55.2% |
| 10Y | +139.9% | +485.6% | -345.6% | +71.6% |
| All | +1,817.5% | +754.7% | +1,062.8% | +1,115.2% |
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