-16.2%
CDNS vs CART
+14.4%
-30.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -14.0% | +1.0% | -15.1% | -14.1% |
| 30D | -13.2% | +12.6% | -25.8% | -14.6% |
| 3M | -28.9% | +23.1% | -52.0% | -31.0% |
| 6M | -4.2% | +39.5% | -43.7% | -7.8% |
| YTD | -6.4% | +13.5% | -19.9% | -11.9% |
| 1Y | -16.2% | +14.9% | -31.1% | -21.8% |
| All | -16.2% | +14.4% | -30.6% | -21.8% |
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