+60.7%
COP vs NYT
+16.5%
+44.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.2% | -5.1% |
| 7D | -8.1% | -3.9% | -4.3% | -8.1% |
| 30D | +6.7% | +4.3% | +2.4% | +6.7% |
| 3M | +16.9% | -11.7% | +28.6% | +17.0% |
| 6M | +11.2% | -14.4% | +25.6% | +11.7% |
| YTD | +49.5% | -3.0% | +52.6% | +49.2% |
| 1Y | +60.7% | +16.5% | +44.1% | +57.6% |
| All | +60.7% | +16.5% | +44.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling