+55.8%
CARR vs CPNG
-76.9%
+132.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -4.1% | -5.4% | +1.3% | -3.3% |
| 30D | -11.0% | -11.1% | +0.1% | -9.4% |
| 3M | -16.4% | -3.0% | -13.4% | -16.4% |
| 6M | -2.4% | -23.5% | +21.1% | +0.5% |
| YTD | +8.4% | -37.8% | +46.2% | +15.0% |
| 1Y | -8.0% | -54.3% | +46.3% | +2.6% |
| 3Y | +0.6% | -20.8% | +21.4% | +0.9% |
| 5Y | +7.7% | -51.1% | +58.8% | +6.1% |
| All | +55.8% | -76.9% | +132.7% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling