+5,760.6%
CRM vs NYT
+94.0%
+5,666.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +53.2% |
| 6M | +28.3% | -14.0% | +42.3% | +33.5% |
| YTD | -6.0% | -2.8% | -3.2% | -6.3% |
| 1Y | +1.4% | +15.6% | -14.2% | -4.7% |
| 3Y | +11.8% | +56.3% | -44.5% | -6.8% |
| 5Y | -2.0% | +39.5% | -41.5% | -16.8% |
| 10Y | +239.6% | +488.0% | -248.4% | +70.0% |
| All | +5,760.6% | +94.0% | +5,666.5% | +4,243.4% |
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