+184.8%
COP vs NYT
+38.8%
+146.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | +8.6% | +4.6% | +4.0% | +7.8% |
| 3M | +19.9% | -9.6% | +29.4% | +21.5% |
| 6M | +19.0% | -14.0% | +33.0% | +21.3% |
| YTD | +50.0% | -2.8% | +52.8% | +49.0% |
| 1Y | +50.5% | +15.6% | +34.9% | +44.4% |
| 3Y | +25.2% | +56.3% | -31.1% | +11.0% |
| All | +184.8% | +38.8% | +146.0% | +139.5% |
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