+14.9%
CART vs NYT
+15.2%
-0.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.1% |
| 30D | +12.6% | +2.7% | +9.9% | +12.6% |
| 3M | +23.1% | -10.3% | +33.4% | +23.3% |
| 6M | +39.5% | -16.6% | +56.1% | +40.4% |
| YTD | +13.5% | -2.3% | +15.8% | +15.0% |
| 1Y | +14.9% | +15.0% | -0.1% | +18.6% |
| All | +14.9% | +15.2% | -0.4% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling