+58.4%
CNP vs CART
+111.7%
-53.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.5% |
| 7D | -5.3% | +1.2% | -6.5% | -5.3% |
| 30D | +3.7% | +27.1% | -23.4% | +2.6% |
| 3M | -1.1% | +27.4% | -28.5% | -2.1% |
| 6M | -7.1% | +32.1% | -39.2% | -8.2% |
| YTD | +6.0% | +28.5% | -22.4% | +4.8% |
| 1Y | +5.2% | +58.8% | -53.6% | +2.7% |
| All | +58.4% | +111.7% | -53.3% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling