+71.5%
CART vs CDW
-20.6%
+92.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.1% | +3.7% | -0.9% |
| 7D | +1.2% | -4.1% | +5.3% | +2.0% |
| 30D | +27.1% | +16.7% | +10.3% | +22.0% |
| 3M | +27.4% | +13.6% | +13.8% | +22.5% |
| 6M | +32.1% | +17.0% | +15.1% | +24.9% |
| YTD | +28.5% | +18.1% | +10.3% | +20.8% |
| 1Y | +58.8% | +10.5% | +48.4% | +52.0% |
| 3Y | +114.8% | -20.9% | +135.7% | +104.7% |
| All | +71.5% | -20.6% | +92.1% | +60.8% |
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