-46.9%
CPNG vs CART
+61.3%
-108.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.5% |
| 7D | +20.8% | +1.4% | +19.5% | +20.4% |
| 30D | +20.1% | +29.7% | -9.6% | +10.6% |
| 3M | +1.6% | +29.7% | -28.1% | -6.7% |
| 6M | -15.8% | +36.8% | -52.6% | -24.1% |
| YTD | -27.7% | +31.7% | -59.4% | -35.9% |
| 1Y | -46.9% | +62.4% | -109.3% | -55.0% |
| All | -46.9% | +61.3% | -108.3% | -55.0% |
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