+225.0%
CP vs NYT
+489.9%
-264.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -3.7% | +4.6% | -8.3% | -4.8% |
| 3M | +0.1% | -9.6% | +9.7% | +1.9% |
| 6M | +7.8% | -14.0% | +21.9% | +10.9% |
| YTD | +21.7% | -2.8% | +24.5% | +21.1% |
| 1Y | +18.6% | +15.6% | +3.0% | +12.9% |
| 3Y | +17.5% | +56.3% | -38.8% | +1.9% |
| 5Y | +35.4% | +39.5% | -4.2% | +17.7% |
| All | +225.0% | +489.9% | -264.9% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling