-28.7%
COMP vs NYT
+38.5%
-67.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.7% |
| 7D | +0.8% | -1.6% | +2.4% | +1.8% |
| 30D | -13.9% | +2.8% | -16.6% | -15.5% |
| 3M | +30.7% | -9.2% | +39.9% | +36.0% |
| 6M | +18.7% | -17.1% | +35.8% | +32.1% |
| YTD | +1.0% | -3.2% | +4.3% | +1.0% |
| 1Y | +15.1% | +15.7% | -0.6% | +1.2% |
| 3Y | +219.8% | +55.7% | +164.0% | +108.2% |
| 5Y | -28.7% | +39.4% | -68.0% | -57.6% |
| All | -28.7% | +38.5% | -67.1% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling