+409.9%
CDNS vs CARR
+436.5%
-26.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -9.2% | +3.2% | -12.5% | -10.1% |
| 30D | -16.3% | -7.7% | -8.6% | -14.4% |
| 3M | -27.9% | -11.9% | -16.0% | -25.8% |
| 6M | -4.3% | +2.0% | -6.3% | -6.4% |
| YTD | -9.1% | +13.2% | -22.3% | -14.3% |
| 1Y | -21.2% | -8.5% | -12.7% | -20.8% |
| 3Y | +19.4% | +5.0% | +14.4% | +13.6% |
| 5Y | +71.6% | +12.0% | +59.6% | +53.5% |
| All | +409.9% | +436.5% | -26.6% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling