+421.5%
CARR vs CDW
+99.3%
+322.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.4% | -1.5% |
| 7D | -3.8% | +0.9% | -4.7% | -4.2% |
| 30D | -8.9% | +13.1% | -22.0% | -13.5% |
| 3M | -17.3% | +19.7% | -37.0% | -24.3% |
| 6M | -1.4% | +30.7% | -32.1% | -16.0% |
| YTD | +10.0% | +14.7% | -4.7% | -0.8% |
| 1Y | -6.4% | -5.3% | -1.0% | -7.8% |
| 3Y | +1.5% | -23.8% | +25.4% | +8.8% |
| 5Y | +9.3% | -16.8% | +26.1% | +9.5% |
| All | +421.5% | +99.3% | +322.2% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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