+143.5%
CVE vs NYT
+574.6%
-431.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +0.1% | +9.3% | -9.3% | -2.8% |
| 30D | -10.8% | +10.0% | -20.8% | -13.6% |
| 3M | -4.3% | +14.5% | -18.8% | -8.9% |
| 6M | -1.5% | -5.4% | +3.9% | -0.9% |
| YTD | +70.7% | +6.0% | +64.7% | +63.3% |
| 1Y | +58.1% | +16.7% | +41.4% | +46.0% |
| 3Y | +69.8% | +72.7% | -2.9% | +32.2% |
| 5Y | +148.9% | +59.8% | +89.1% | +92.8% |
| 10Y | +143.5% | +549.8% | -406.3% | +38.6% |
| All | +143.5% | +574.6% | -431.0% | +38.6% |
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 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