+481.9%
NYT vs CRL
+256.1%
+225.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | 0.0% |
| 7D | -0.6% | -3.5% | +3.0% | +0.2% |
| 30D | +4.6% | -2.1% | +6.7% | +5.0% |
| 3M | -9.6% | +48.0% | -57.5% | -18.4% |
| 6M | -14.0% | +64.7% | -78.7% | -25.3% |
| YTD | -2.8% | +39.5% | -42.3% | -12.4% |
| 1Y | +15.6% | +74.2% | -58.6% | -2.4% |
| 3Y | +56.3% | +39.4% | +16.9% | +31.6% |
| 5Y | +39.5% | -36.9% | +76.4% | +51.2% |
| All | +481.9% | +256.1% | +225.9% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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