-44.2%
CPNG vs CART
+54.8%
-99.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -6.2% | -0.6% | -5.6% | -6.0% |
| 30D | +4.6% | +23.1% | -18.4% | -2.1% |
| 3M | -3.1% | +19.2% | -22.3% | -8.6% |
| 6M | -0.9% | +45.7% | -46.5% | -13.5% |
| YTD | -32.2% | +30.9% | -63.1% | -40.1% |
| 1Y | -44.2% | +50.2% | -94.4% | -51.9% |
| All | -44.2% | +54.8% | -99.0% | -51.9% |
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