+41.6%
NYT vs CAPR
+69.4%
-27.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.5% |
| 7D | -0.6% | -11.0% | +10.4% | -0.5% |
| 30D | +4.6% | +99.8% | -95.2% | +3.8% |
| 3M | -9.6% | -66.6% | +57.0% | -9.4% |
| 6M | -14.0% | -75.1% | +61.1% | -13.6% |
| YTD | -2.8% | -71.0% | +68.2% | -2.6% |
| 1Y | +15.6% | +30.0% | -14.4% | +11.8% |
| 3Y | +56.3% | +29.0% | +27.3% | +39.1% |
| All | +41.6% | +69.4% | -27.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling