-7.8%
CPNG vs CART
+39.2%
-47.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +11.7% | +1.5% | +10.2% | +11.5% |
| 30D | +3.8% | +22.4% | -18.6% | +0.2% |
| 3M | +1.2% | +16.5% | -15.4% | -1.6% |
| 6M | -3.3% | +44.9% | -48.2% | -9.5% |
| YTD | -30.4% | +30.0% | -60.4% | -34.1% |
| 1Y | -43.1% | +59.1% | -102.2% | -47.4% |
| 3Y | +8.2% | +138.8% | -130.6% | -7.5% |
| All | -7.8% | +39.2% | -47.0% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling