+436.5%
CARR vs CDW
+87.2%
+349.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | +1.0% |
| 7D | +3.2% | -3.9% | +7.1% | +4.7% |
| 30D | -7.7% | +6.9% | -14.5% | -10.4% |
| 3M | -11.9% | +7.7% | -19.6% | -15.8% |
| 6M | +2.0% | +18.3% | -16.3% | -9.4% |
| YTD | +13.2% | +7.8% | +5.4% | +4.6% |
| 1Y | -8.5% | -12.2% | +3.6% | -7.1% |
| 3Y | +5.0% | -28.9% | +33.9% | +15.6% |
| 5Y | +12.0% | -22.8% | +34.8% | +15.5% |
| All | +436.5% | +87.2% | +349.3% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling