+604.8%
CRS vs NYT
+56.2%
+548.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -6.8% | -0.6% | -6.2% | -6.7% |
| 30D | -16.1% | +4.6% | -20.7% | -16.7% |
| 3M | -21.2% | -9.6% | -11.6% | -20.3% |
| 6M | +8.7% | -14.0% | +22.7% | +11.0% |
| YTD | +41.0% | -2.8% | +43.8% | +39.5% |
| 1Y | +82.7% | +15.6% | +67.1% | +72.7% |
| 3Y | +604.8% | +56.3% | +548.5% | +480.8% |
| All | +604.8% | +56.2% | +548.6% | +480.8% |
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