+15.0%
NYT vs CHD
+7.1%
+8.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | +2.7% | -4.6% | +7.4% | +3.5% |
| 3M | -10.3% | +5.0% | -15.3% | -10.8% |
| 6M | -16.6% | -3.2% | -13.4% | -17.1% |
| YTD | -2.3% | +18.6% | -20.9% | -4.6% |
| 1Y | +15.0% | +4.8% | +10.2% | +13.7% |
| All | +15.0% | +7.1% | +8.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling