+10.7%
CARR vs CPNG
-49.8%
+60.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +0.9% |
| 7D | -3.8% | -1.1% | -2.7% | -3.6% |
| 30D | -8.9% | -7.4% | -1.6% | -7.8% |
| 3M | -17.3% | -12.3% | -5.0% | -15.8% |
| 6M | -1.4% | -19.4% | +18.1% | +0.8% |
| YTD | +10.0% | -35.9% | +45.9% | +16.8% |
| 1Y | -6.4% | -53.4% | +47.1% | +5.3% |
| 3Y | +1.5% | -20.0% | +21.5% | +1.5% |
| All | +10.7% | -49.8% | +60.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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