-70.5%
CBRS vs NYT
-13.5%
-56.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.4% |
| 7D | -18.4% | -3.9% | -14.5% | -19.3% |
| 30D | -49.4% | +4.3% | -53.7% | -48.8% |
| 3M | -59.6% | -11.7% | -47.8% | -60.8% |
| All | -70.5% | -13.5% | -56.9% | -73.9% |
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 · Available span rolling