+394.0%
CARR vs CDW
+122.4%
+271.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +3.5% | +9.3% | -5.9% | +0.1% |
| 30D | +0.4% | +14.4% | -14.0% | -4.9% |
| 3M | -14.1% | +21.4% | -35.5% | -21.1% |
| 6M | -16.7% | +72.8% | -89.5% | -35.3% |
| YTD | +4.2% | +28.0% | -23.8% | -10.4% |
| 1Y | -0.2% | +19.3% | -19.5% | -11.2% |
| 3Y | +10.9% | -15.3% | +26.2% | +13.4% |
| 5Y | +3.9% | -3.8% | +7.7% | -2.0% |
| All | +394.0% | +122.4% | +271.6% | +285.8% |
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