+33.5%
CMS vs NYT
+55.6%
-22.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +0.2% | -1.6% | +1.8% | +0.3% |
| 30D | -1.3% | +2.8% | -4.1% | -1.5% |
| 3M | -5.4% | -9.2% | +3.8% | -4.9% |
| 6M | -10.3% | -17.1% | +6.8% | -9.4% |
| YTD | -0.2% | -3.2% | +3.0% | -0.5% |
| 1Y | -0.9% | +15.7% | -16.6% | -2.7% |
| All | +33.5% | +55.6% | -22.0% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling