+19,339.2%
CMI vs NYT
+758.3%
+18,580.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -12.4% | +4.6% | -17.0% | -13.7% |
| 3M | -14.8% | -9.6% | -5.2% | -13.1% |
| 6M | +0.8% | -14.0% | +14.8% | +4.2% |
| YTD | +10.2% | -2.8% | +13.0% | +8.8% |
| 1Y | +37.4% | +15.6% | +21.8% | +27.7% |
| 3Y | +153.3% | +56.3% | +97.0% | +108.6% |
| 5Y | +167.6% | +39.5% | +128.1% | +121.9% |
| 10Y | +514.4% | +488.0% | +26.3% | +185.6% |
| All | +19,339.2% | +758.3% | +18,580.9% | +7,366.9% |
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 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