-49.3%
COMP vs NYT
+49.4%
-98.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.5% |
| 7D | 0.0% | +6.5% | -6.5% | -4.0% |
| 30D | +16.6% | +8.4% | +8.1% | +10.9% |
| 3M | -23.5% | +13.9% | -37.5% | -29.8% |
| 6M | +25.7% | -4.8% | +30.5% | +26.6% |
| YTD | -3.4% | +6.2% | -9.6% | -9.1% |
| 1Y | +7.6% | +14.3% | -6.7% | -3.9% |
| 3Y | +423.6% | +73.6% | +350.0% | +224.2% |
| 5Y | -10.6% | +60.6% | -71.2% | -48.2% |
| All | -49.3% | +49.4% | -98.8% | -67.7% |
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