+481.9%
NYT vs CAPR
-78.4%
+560.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.5% |
| 7D | -0.6% | -11.0% | +10.4% | -0.4% |
| 30D | +4.6% | +99.8% | -95.2% | +3.3% |
| 3M | -9.6% | -66.6% | +57.0% | -9.1% |
| 6M | -14.0% | -75.1% | +61.1% | -13.3% |
| YTD | -2.8% | -71.0% | +68.2% | -2.3% |
| 1Y | +15.6% | +30.0% | -14.4% | +9.9% |
| 3Y | +56.3% | +29.0% | +27.3% | +43.9% |
| 5Y | +39.5% | +70.8% | -31.3% | +25.9% |
| All | +481.9% | -78.4% | +560.4% | +409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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