+16.5%
NYT vs COO
-7.7%
+24.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -1.6% |
| 7D | -3.9% | +8.4% | -12.3% | -4.8% |
| 30D | +4.3% | +13.5% | -9.2% | +2.7% |
| 3M | -11.7% | -13.8% | +2.0% | -9.2% |
| 6M | -14.4% | +4.7% | -19.1% | -14.7% |
| YTD | -3.0% | -21.4% | +18.4% | +0.8% |
| 1Y | +16.5% | -6.7% | +23.3% | +16.3% |
| All | +16.5% | -7.7% | +24.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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