-34.6%
ADSK vs CART
+4.1%
-38.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | -10.9% | -8.7% | -2.2% | -8.8% |
| 30D | -15.9% | -4.4% | -11.5% | -14.9% |
| 3M | -4.4% | +14.6% | -19.0% | -7.7% |
| 6M | -16.6% | +24.4% | -41.0% | -21.2% |
| YTD | -28.5% | +5.0% | -33.5% | -31.5% |
| 1Y | -34.6% | +0.5% | -35.2% | -38.3% |
| All | -34.6% | +4.1% | -38.7% | -38.3% |
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