+4,569.6%
COP vs NYT
+754.7%
+3,814.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.5% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | +11.7% | +2.8% | +8.9% | +11.0% |
| 3M | +17.7% | -9.2% | +26.9% | +19.6% |
| 6M | +18.3% | -17.1% | +35.4% | +22.2% |
| YTD | +49.1% | -3.2% | +52.3% | +48.5% |
| 1Y | +53.3% | +15.7% | +37.6% | +46.7% |
| 3Y | +22.2% | +55.7% | -33.6% | +8.1% |
| 5Y | +193.3% | +39.4% | +153.9% | +160.3% |
| 10Y | +340.2% | +485.6% | -145.3% | +182.7% |
| All | +4,569.6% | +754.7% | +3,814.9% | +2,432.8% |
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