+23.4%
ADSK vs CART
+38.4%
-15.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.9% |
| 7D | +4.9% | +3.0% | +1.9% | +4.3% |
| 30D | +11.3% | +28.6% | -17.2% | +6.1% |
| 3M | +7.9% | +29.1% | -21.1% | +2.7% |
| 6M | +7.7% | +44.7% | -37.1% | +0.3% |
| YTD | -11.6% | +29.2% | -40.8% | -16.6% |
| 1Y | -11.2% | +66.2% | -77.4% | -19.3% |
| 3Y | +29.6% | +112.8% | -83.2% | +10.6% |
| All | +23.4% | +38.4% | -15.0% | +6.6% |
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