+20.6%
CRM vs NYT
+67.3%
-46.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.4% | +3.6% |
| 7D | +0.1% | +4.5% | -4.5% | -0.9% |
| 30D | +32.2% | +8.6% | +23.7% | +29.8% |
| 3M | +56.4% | -3.8% | +60.2% | +57.1% |
| 6M | +35.2% | -10.8% | +46.0% | +37.5% |
| YTD | -1.6% | +2.2% | -3.8% | -2.9% |
| 1Y | +7.8% | +20.8% | -13.0% | +2.2% |
| 3Y | +20.6% | +68.0% | -47.4% | +2.1% |
| All | +20.6% | +67.3% | -46.6% | +2.1% |
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