+40.2%
CART vs NYT
+63.3%
-23.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -8.7% | -0.7% | -7.9% | -8.6% |
| 30D | -4.4% | +4.5% | -8.8% | -5.0% |
| 3M | +14.6% | -8.5% | +23.2% | +16.0% |
| 6M | +24.4% | -15.1% | +39.4% | +27.2% |
| YTD | +5.0% | -3.3% | +8.3% | +4.3% |
| 1Y | +0.5% | +17.0% | -16.5% | -4.5% |
| All | +40.2% | +63.3% | -23.1% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling