+1.5%
CARR vs RDW
+241.5%
-239.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | -3.8% | +0.9% | -4.6% | -3.9% |
| 30D | -8.9% | -21.3% | +12.4% | -7.3% |
| 3M | -17.3% | -37.9% | +20.5% | -15.0% |
| 6M | -1.4% | +12.3% | -13.7% | -5.3% |
| YTD | +10.0% | +39.7% | -29.7% | +1.7% |
| 1Y | -6.4% | +25.7% | -32.0% | -13.7% |
| 3Y | +1.5% | +230.8% | -229.3% | -19.0% |
| All | +1.5% | +241.5% | -239.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling