-14.0%
NYT vs CRL
+66.9%
-80.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.7% |
| 7D | -0.6% | -3.5% | +3.0% | -1.0% |
| 30D | +4.6% | -2.1% | +6.7% | +4.3% |
| 3M | -9.6% | +48.0% | -57.5% | -7.5% |
| 6M | -14.0% | +64.7% | -78.7% | -12.8% |
| All | -14.0% | +66.9% | -80.9% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling