+41.6%
NYT vs CPB
-41.0%
+82.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.6% | -1.8% | +1.2% | -0.6% |
| 30D | +4.6% | -7.1% | +11.7% | +4.8% |
| 3M | -9.6% | -6.0% | -3.5% | -9.5% |
| 6M | -14.0% | -5.3% | -8.7% | -13.9% |
| YTD | -2.8% | -20.8% | +18.0% | -2.5% |
| 1Y | +15.6% | -33.8% | +49.4% | +16.6% |
| 3Y | +56.3% | -43.7% | +100.0% | +58.6% |
| All | +41.6% | -41.0% | +82.6% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling