+238.9%
CRM vs NYT
+489.9%
-251.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.8% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | +28.1% | +4.6% | +23.6% | +26.2% |
| 3M | +48.8% | -9.6% | +58.4% | +53.0% |
| 6M | +28.3% | -14.0% | +42.3% | +33.3% |
| YTD | -6.0% | -2.8% | -3.2% | -6.3% |
| 1Y | +1.4% | +15.6% | -14.2% | -4.8% |
| 3Y | +11.8% | +56.3% | -44.5% | -7.3% |
| 5Y | -2.0% | +39.5% | -41.5% | -18.3% |
| All | +238.9% | +489.9% | -251.0% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling