+459.7%
CMS vs NYT
+763.5%
-303.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | -1.3% | +1.7% | +0.5% |
| 30D | -3.6% | +2.7% | -6.3% | -4.0% |
| 3M | -1.9% | -10.3% | +8.4% | -0.7% |
| 6M | -11.0% | -16.6% | +5.6% | -9.2% |
| YTD | +0.2% | -2.3% | +2.5% | -0.1% |
| 1Y | -1.3% | +15.0% | -16.3% | -3.8% |
| 3Y | +35.9% | +57.1% | -21.2% | +25.8% |
| 5Y | +23.1% | +37.2% | -14.1% | +14.3% |
| 10Y | +117.9% | +464.3% | -346.4% | +60.4% |
| All | +459.7% | +763.5% | -303.8% | +280.6% |
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