+73.5%
CART vs CDW
-15.1%
+88.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.7% |
| 7D | +0.3% | +13.1% | -12.8% | -2.9% |
| 30D | +22.4% | +19.1% | +3.3% | +16.9% |
| 3M | +15.6% | +24.7% | -9.1% | +8.8% |
| 6M | +44.9% | +63.4% | -18.4% | +25.6% |
| YTD | +30.0% | +26.3% | +3.7% | +20.2% |
| 1Y | +56.6% | +20.6% | +36.0% | +46.5% |
| 3Y | +131.9% | -16.3% | +148.2% | +118.4% |
| All | +73.5% | -15.1% | +88.6% | +60.0% |
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