+42.3%
CDNS vs CART
+39.2%
+3.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.1% |
| 7D | +2.1% | +1.5% | +0.6% | +1.9% |
| 30D | -4.6% | +22.4% | -27.0% | -7.3% |
| 3M | -0.8% | +16.5% | -17.3% | -3.0% |
| 6M | -7.2% | +44.9% | -52.1% | -12.3% |
| YTD | +7.7% | +30.0% | -22.3% | +2.6% |
| 1Y | +3.5% | +59.1% | -55.5% | -3.8% |
| 3Y | +31.2% | +138.8% | -107.6% | +16.3% |
| All | +42.3% | +39.2% | +3.1% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling