+47.8%
CNP vs CART
+21.6%
+26.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +1.1% | +1.0% | 0.0% | +1.1% |
| 30D | -1.8% | +12.6% | -14.4% | -2.3% |
| 3M | -4.6% | +23.1% | -27.8% | -5.5% |
| 6M | -8.8% | +39.5% | -48.4% | -10.3% |
| YTD | +5.2% | +13.5% | -8.3% | +4.5% |
| 1Y | +8.3% | +14.9% | -6.6% | +7.3% |
| All | +47.8% | +21.6% | +26.2% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling