+4.7%
CARR vs CDW
-4.0%
+8.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +3.5% | +9.3% | -5.9% | +0.2% |
| 30D | +0.4% | +14.4% | -14.0% | -4.8% |
| 3M | -14.1% | +21.4% | -35.5% | -20.9% |
| 6M | -16.7% | +72.8% | -89.5% | -35.4% |
| YTD | +4.2% | +28.0% | -23.8% | -10.4% |
| 1Y | -0.2% | +19.3% | -19.5% | -10.8% |
| 3Y | +10.9% | -15.3% | +26.2% | +15.2% |
| All | +4.7% | -4.0% | +8.6% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling