+35.2%
CDNS vs CART
+38.4%
-3.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.6% |
| 7D | -2.4% | +3.0% | -5.4% | -2.8% |
| 30D | -10.2% | +28.6% | -38.7% | -13.3% |
| 3M | -5.5% | +29.1% | -34.5% | -9.0% |
| 6M | -9.9% | +44.7% | -54.6% | -14.8% |
| YTD | +2.3% | +29.2% | -26.9% | -2.4% |
| 1Y | -1.4% | +66.2% | -67.5% | -8.9% |
| 3Y | +28.1% | +112.8% | -84.7% | +13.5% |
| All | +35.2% | +38.4% | -3.1% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling