+0.4%
CMS vs NYT
+16.5%
-16.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +4.1% | -3.9% | +7.9% | +4.2% |
| 30D | +10.9% | +4.3% | +6.6% | +10.8% |
| 3M | -0.2% | -11.7% | +11.5% | 0.0% |
| 6M | -4.7% | -14.4% | +9.7% | -4.5% |
| YTD | +3.9% | -3.0% | +6.9% | +3.3% |
| 1Y | +0.4% | +16.5% | -16.2% | -1.9% |
| All | +0.4% | +16.5% | -16.2% | -1.9% |
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 · 6 months rolling