+75.5%
CVE vs NYT
+57.5%
+17.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.4% |
| 7D | +0.2% | +0.3% | -0.2% | +0.2% |
| 30D | +17.5% | +7.0% | +10.5% | +16.8% |
| 3M | +16.2% | -7.9% | +24.1% | +16.9% |
| 6M | +47.8% | -15.0% | +62.8% | +49.7% |
| YTD | +98.5% | -1.3% | +99.8% | +96.4% |
| 1Y | +109.8% | +16.9% | +92.9% | +101.7% |
| 3Y | +75.5% | +58.9% | +16.6% | +52.2% |
| All | +75.5% | +57.5% | +17.9% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling