+89.9%
CVE vs NYT
+703.9%
-613.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | +16.7% | +2.7% | +14.0% | +15.6% |
| 3M | +9.3% | -10.3% | +19.6% | +12.3% |
| 6M | +43.6% | -16.6% | +60.2% | +50.3% |
| YTD | +93.6% | -2.3% | +95.8% | +91.3% |
| 1Y | +98.8% | +15.0% | +83.7% | +85.2% |
| 3Y | +73.6% | +57.1% | +16.5% | +41.4% |
| 5Y | +312.5% | +37.2% | +275.3% | +241.1% |
| 10Y | +161.0% | +464.3% | -303.3% | +30.6% |
| All | +89.9% | +703.9% | -613.9% | -24.2% |
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 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