-44.8%
COMP vs NYT
+37.6%
-82.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +1.4% | -1.3% | +2.7% | +2.2% |
| 30D | -13.3% | +2.7% | -16.1% | -14.9% |
| 3M | +41.1% | -10.3% | +51.4% | +47.9% |
| 6M | +17.2% | -16.6% | +33.7% | +29.7% |
| YTD | +5.2% | -2.3% | +7.5% | +4.6% |
| 1Y | +18.9% | +15.0% | +3.9% | +5.6% |
| 3Y | +215.9% | +57.1% | +158.8% | +108.9% |
| 5Y | -31.2% | +37.2% | -68.4% | -57.1% |
| All | -44.8% | +37.6% | -82.4% | -62.9% |
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