+462.4%
CMS vs NYT
+772.2%
-309.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | -3.2% | +7.0% | -10.1% | -4.0% |
| 3M | -2.2% | -7.9% | +5.7% | -1.4% |
| 6M | -9.4% | -15.0% | +5.6% | -7.8% |
| YTD | +0.7% | -1.3% | +2.0% | +0.3% |
| 1Y | +0.4% | +16.9% | -16.5% | -2.4% |
| 3Y | +35.2% | +58.9% | -23.7% | +24.9% |
| 5Y | +24.1% | +40.9% | -16.7% | +14.8% |
| 10Y | +115.8% | +471.8% | -356.0% | +58.5% |
| All | +462.4% | +772.2% | -309.8% | +281.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling