+24.7%
ADSK vs CART
+40.2%
-15.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.0% | +1.3% | -0.3% | +0.8% |
| 30D | +14.4% | +19.2% | -4.8% | +10.6% |
| 3M | +2.5% | +17.6% | -15.0% | -0.8% |
| 6M | +14.5% | +47.4% | -32.9% | +6.4% |
| YTD | -10.7% | +30.9% | -41.6% | -15.9% |
| 1Y | -11.0% | +46.0% | -57.0% | -17.6% |
| 3Y | +25.9% | +130.3% | -104.5% | +6.6% |
| All | +24.7% | +40.2% | -15.5% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling