+8.3%
CNP vs CART
+61.3%
-53.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.3% |
| 30D | +8.7% | +29.7% | -21.0% | +8.6% |
| 3M | -0.7% | +29.7% | -30.4% | -0.8% |
| 6M | -4.2% | +36.8% | -41.0% | -3.8% |
| YTD | +8.9% | +31.7% | -22.8% | +8.3% |
| 1Y | +8.3% | +62.4% | -54.0% | +7.4% |
| All | +8.3% | +61.3% | -53.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling