+9,501.6%
CRS vs NYT
+758.3%
+8,743.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | -16.1% | +4.6% | -20.7% | -17.5% |
| 3M | -21.2% | -9.6% | -11.6% | -19.3% |
| 6M | +8.7% | -14.0% | +22.7% | +12.8% |
| YTD | +41.0% | -2.8% | +43.8% | +39.7% |
| 1Y | +82.7% | +15.6% | +67.1% | +69.8% |
| 3Y | +604.8% | +56.3% | +548.5% | +477.4% |
| 5Y | +1,384.7% | +39.5% | +1,345.2% | +1,134.0% |
| 10Y | +1,362.3% | +488.0% | +874.3% | +631.3% |
| All | +9,501.6% | +758.3% | +8,743.3% | +4,104.6% |
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