-53.0%
CPNG vs CART
+5.2%
-58.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.9% | -1.7% |
| 7D | -6.3% | -4.1% | -2.2% | -5.3% |
| 30D | -8.7% | -4.3% | -4.4% | -7.8% |
| 3M | -2.4% | +13.1% | -15.6% | -6.1% |
| 6M | -22.3% | +26.0% | -48.4% | -26.8% |
| YTD | -37.2% | +6.7% | -43.9% | -40.4% |
| 1Y | -53.0% | +6.3% | -59.2% | -55.6% |
| All | -53.0% | +5.2% | -58.2% | -55.6% |
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 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