-2.5%
CPNG vs CART
+112.9%
-115.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +13.4% | +3.0% | +10.4% | +12.8% |
| 30D | +10.0% | +28.6% | -18.6% | +5.0% |
| 3M | -0.4% | +29.1% | -29.4% | -5.1% |
| 6M | -8.9% | +44.7% | -53.7% | -15.3% |
| YTD | -30.9% | +29.2% | -60.2% | -34.9% |
| 1Y | -43.8% | +66.2% | -110.0% | -48.7% |
| 3Y | -2.5% | +112.8% | -115.3% | -15.8% |
| All | -2.5% | +112.9% | -115.3% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling