+73.1%
CDNS vs CARR
+6.8%
+66.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.1% |
| 7D | -6.5% | -4.1% | -2.4% | -4.9% |
| 30D | -13.0% | -11.0% | -2.0% | -8.8% |
| 3M | -26.0% | -16.4% | -9.6% | -21.0% |
| 6M | -2.8% | -2.4% | -0.5% | -4.9% |
| YTD | -8.8% | +8.4% | -17.3% | -16.0% |
| 1Y | -15.8% | -8.0% | -7.8% | -16.0% |
| 3Y | +19.7% | +0.6% | +19.2% | +8.5% |
| All | +73.1% | +6.8% | +66.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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