-0.7%
CART vs NYT
+15.9%
-16.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.8% |
| 7D | -9.5% | -1.6% | -7.9% | -9.4% |
| 30D | -7.8% | +2.8% | -10.5% | -7.8% |
| 3M | +10.4% | -9.2% | +19.6% | +10.9% |
| 6M | +20.1% | -17.1% | +37.2% | +21.0% |
| YTD | +3.7% | -3.2% | +6.9% | +4.5% |
| All | -0.7% | +15.9% | -16.6% | +0.5% |
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