+125.0%
NYT vs CRL
+1,300.0%
-1,175.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -0.7% | -6.9% | +6.2% | +1.1% |
| 30D | +4.5% | -3.2% | +7.6% | +5.3% |
| 3M | -8.5% | +46.5% | -55.1% | -18.5% |
| 6M | -15.1% | +63.1% | -78.2% | -27.4% |
| YTD | -3.3% | +36.9% | -40.1% | -13.8% |
| 1Y | +17.0% | +78.1% | -61.1% | -3.9% |
| 3Y | +55.7% | +36.7% | +19.0% | +28.8% |
| 5Y | +38.9% | -38.1% | +77.0% | +43.0% |
| 10Y | +485.3% | +246.6% | +238.7% | +241.6% |
| All | +125.0% | +1,300.0% | -1,175.0% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling