+41.6%
NYT vs CRL
-37.1%
+78.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.2% |
| 7D | -0.6% | -3.5% | +3.0% | 0.0% |
| 30D | +4.6% | -2.1% | +6.7% | +4.9% |
| 3M | -9.6% | +48.0% | -57.5% | -16.1% |
| 6M | -14.0% | +64.7% | -78.7% | -22.3% |
| YTD | -2.8% | +39.5% | -42.3% | -9.8% |
| 1Y | +15.6% | +74.2% | -58.6% | +2.0% |
| 3Y | +56.3% | +39.4% | +16.9% | +37.8% |
| All | +41.6% | -37.1% | +78.8% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling