-14.7%
CPNG vs CART
+40.2%
-54.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -6.8% | +1.3% | -8.0% | -6.9% |
| 30D | +5.5% | +19.2% | -13.7% | +2.3% |
| 3M | -6.8% | +17.6% | -24.3% | -9.4% |
| 6M | -4.8% | +47.4% | -52.2% | -11.2% |
| YTD | -35.6% | +30.9% | -66.5% | -39.1% |
| 1Y | -46.8% | +46.0% | -92.7% | -50.3% |
| 3Y | -0.8% | +130.3% | -131.1% | -14.8% |
| All | -14.7% | +40.2% | -54.9% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling