+23.7%
CDNS vs CART
+21.6%
+2.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 3M | -28.9% | +23.1% | -52.0% | -31.1% |
| 6M | -4.2% | +39.5% | -43.7% | -8.9% |
| YTD | -6.4% | +13.5% | -19.9% | -9.0% |
| 1Y | -16.2% | +14.9% | -31.1% | -18.9% |
| All | +23.7% | +21.6% | +2.1% | +12.5% |
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