+74.7%
CART vs NYT
+79.0%
-4.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.6% | +9.3% | -9.9% | -2.2% |
| 30D | +23.1% | +10.0% | +13.1% | +21.0% |
| 3M | +19.2% | +14.5% | +4.7% | +16.4% |
| 6M | +45.7% | -5.4% | +51.0% | +46.3% |
| YTD | +30.9% | +6.0% | +24.9% | +27.8% |
| 1Y | +50.2% | +16.7% | +33.4% | +43.4% |
| 3Y | +133.5% | +72.7% | +60.8% | +84.1% |
| All | +74.7% | +79.0% | -4.3% | +31.5% |
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 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