+719.3%
NYT vs CPB
+318.2%
+401.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.6% | -1.8% | +1.2% | -0.3% |
| 30D | +4.6% | -7.1% | +11.7% | +6.0% |
| 3M | -9.6% | -6.0% | -3.5% | -8.7% |
| 6M | -14.0% | -5.3% | -8.7% | -13.6% |
| YTD | -2.8% | -20.8% | +18.0% | +1.0% |
| 1Y | +15.6% | -33.8% | +49.4% | +24.6% |
| 3Y | +56.3% | -43.7% | +100.0% | +72.3% |
| 5Y | +39.5% | -40.7% | +80.2% | +49.4% |
| 10Y | +488.0% | -45.7% | +533.7% | +518.5% |
| All | +719.3% | +318.2% | +401.2% | +345.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling