+34.7%
CP vs NYT
+38.2%
-3.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -3.4% | +4.5% | -7.8% | -4.1% |
| 3M | -0.6% | -8.5% | +7.9% | +0.5% |
| 6M | +6.3% | -15.1% | +21.4% | +9.0% |
| YTD | +21.2% | -3.3% | +24.5% | +20.8% |
| 1Y | +20.0% | +17.0% | +3.0% | +14.9% |
| 3Y | +18.7% | +55.7% | -36.9% | +5.6% |
| All | +34.7% | +38.2% | -3.4% | +11.4% |
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