+74.7%
CART vs CDW
-13.3%
+87.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | +23.1% | +20.4% | +2.7% | +17.2% |
| 3M | +19.2% | +28.5% | -9.3% | +11.3% |
| 6M | +45.7% | +70.6% | -24.9% | +24.9% |
| YTD | +30.9% | +29.1% | +1.8% | +20.4% |
| 1Y | +50.2% | +23.8% | +26.4% | +39.6% |
| 3Y | +133.5% | -14.5% | +148.0% | +118.8% |
| All | +74.7% | -13.3% | +87.9% | +60.3% |
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