+229.6%
NYT vs CAPR
-99.1%
+328.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.9% |
| 7D | -1.6% | -12.6% | +11.0% | -1.4% |
| 30D | +2.8% | +124.4% | -121.6% | +1.5% |
| 3M | -9.2% | -66.8% | +57.6% | -8.8% |
| 6M | -17.1% | -71.8% | +54.7% | -16.6% |
| YTD | -3.2% | -70.1% | +66.8% | -2.8% |
| 1Y | +15.7% | +33.3% | -17.6% | +10.7% |
| 3Y | +55.7% | +36.7% | +19.0% | +45.9% |
| 5Y | +39.4% | +72.5% | -33.1% | +29.0% |
| 10Y | +485.6% | -77.3% | +562.8% | +421.9% |
| All | +229.6% | -99.1% | +328.8% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling