+10.7%
CARR vs NYT
+38.8%
-28.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | -8.9% | +4.6% | -13.5% | -10.1% |
| 3M | -17.3% | -9.6% | -7.7% | -15.8% |
| 6M | -1.4% | -14.0% | +12.6% | +1.6% |
| YTD | +10.0% | -2.8% | +12.8% | +8.5% |
| 1Y | -6.4% | +15.6% | -21.9% | -13.2% |
| 3Y | +1.5% | +56.3% | -54.8% | -17.7% |
| All | +10.7% | +38.8% | -28.1% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling