+62.6%
CVE vs NYT
+765.4%
-702.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -1.3% |
| 7D | -10.1% | +3.2% | -13.2% | -11.1% |
| 30D | -12.1% | +8.8% | -20.9% | -14.6% |
| 3M | -1.9% | +14.0% | -15.9% | -6.5% |
| 6M | -1.8% | -8.5% | +6.7% | -0.3% |
| YTD | +65.8% | +5.2% | +60.6% | +59.1% |
| 1Y | +60.8% | +19.1% | +41.8% | +47.8% |
| 3Y | +70.1% | +73.3% | -3.2% | +33.8% |
| 5Y | +134.8% | +55.7% | +79.1% | +85.7% |
| 10Y | +130.1% | +587.1% | -457.0% | +7.3% |
| All | +62.6% | +765.4% | -702.8% | -37.0% |
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