+24.7%
CDNS vs CART
+111.7%
-87.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -5.1% |
| 7D | -9.1% | +1.2% | -10.3% | -9.3% |
| 30D | -13.4% | +27.1% | -40.5% | -16.6% |
| 3M | -7.6% | +27.4% | -35.0% | -11.3% |
| 6M | -11.9% | +32.1% | -44.1% | -16.3% |
| YTD | -0.4% | +28.5% | -28.8% | -5.4% |
| 1Y | -4.9% | +58.8% | -63.8% | -12.7% |
| All | +24.7% | +111.7% | -87.0% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling