+4,013.6%
CMG vs NYT
+203.8%
+3,809.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +10.9% | +4.6% | +6.3% | +9.6% |
| 3M | +15.8% | -9.6% | +25.4% | +18.3% |
| 6M | +6.9% | -14.0% | +20.9% | +10.4% |
| YTD | -2.2% | -2.8% | +0.7% | -2.5% |
| 1Y | -7.1% | +15.6% | -22.7% | -11.9% |
| 3Y | -7.1% | +56.3% | -63.4% | -20.0% |
| 5Y | -4.8% | +39.5% | -44.3% | -17.0% |
| 10Y | +324.3% | +488.0% | -163.7% | +142.5% |
| All | +4,013.6% | +203.8% | +3,809.8% | +2,380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling