+7,500.7%
CP vs NYT
+772.2%
+6,728.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -0.5% | +7.0% | -7.5% | -2.4% |
| 3M | +1.4% | -7.9% | +9.3% | +3.0% |
| 6M | +10.3% | -15.0% | +25.3% | +14.1% |
| YTD | +24.3% | -1.3% | +25.6% | +23.2% |
| 1Y | +20.4% | +16.9% | +3.6% | +13.9% |
| 3Y | +21.8% | +58.9% | -37.1% | +4.3% |
| 5Y | +31.5% | +40.9% | -9.4% | +13.3% |
| 10Y | +223.2% | +471.8% | -248.6% | +80.7% |
| All | +7,500.7% | +772.2% | +6,728.5% | +3,034.6% |
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 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