-43.5%
CPNG vs CART
+51.1%
-94.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +7.2% | +0.3% | +6.9% | +7.2% |
| 30D | +3.2% | +22.4% | -19.2% | -3.2% |
| 3M | +0.9% | +15.6% | -14.8% | -4.0% |
| 6M | -3.8% | +44.9% | -48.7% | -15.7% |
| YTD | -30.8% | +30.0% | -60.8% | -38.7% |
| 1Y | -43.5% | +56.6% | -100.2% | -49.8% |
| All | -43.5% | +51.1% | -94.7% | -49.8% |
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