+480.0%
CMS vs NYT
+837.8%
-357.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +1.7% | +6.5% | -4.8% | +0.9% |
| 30D | +6.2% | +8.4% | -2.2% | +5.0% |
| 3M | +0.6% | +13.9% | -13.3% | -1.3% |
| 6M | -1.8% | -4.8% | +3.0% | -1.6% |
| YTD | +3.8% | +6.2% | -2.3% | +2.3% |
| 1Y | -1.8% | +14.3% | -16.0% | -4.3% |
| 3Y | +39.8% | +73.6% | -33.8% | +27.6% |
| 5Y | +37.1% | +60.6% | -23.5% | +24.5% |
| 10Y | +138.6% | +550.8% | -412.2% | +72.0% |
| All | +480.0% | +837.8% | -357.8% | +289.4% |
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