+130.3%
CART vs NYT
+73.3%
+57.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.6% | +9.3% | -9.9% | -2.0% |
| 30D | +23.1% | +10.0% | +13.1% | +21.3% |
| 3M | +19.2% | +14.5% | +4.7% | +16.9% |
| 6M | +45.7% | -5.4% | +51.0% | +46.1% |
| YTD | +30.9% | +6.0% | +24.9% | +28.5% |
| 1Y | +50.2% | +16.7% | +33.4% | +44.7% |
| All | +130.3% | +73.3% | +57.0% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling