+112.8%
CART vs CDW
-21.8%
+134.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.8% |
| 7D | +3.0% | +2.1% | +0.9% | +2.2% |
| 30D | +28.6% | +14.7% | +13.8% | +23.9% |
| 3M | +29.1% | +11.1% | +18.0% | +24.8% |
| 6M | +44.7% | +45.6% | -0.9% | +29.1% |
| YTD | +29.2% | +17.1% | +12.1% | +21.8% |
| 1Y | +66.2% | +13.2% | +53.0% | +57.9% |
| 3Y | +112.8% | -22.2% | +135.0% | +93.3% |
| All | +112.8% | -21.8% | +134.6% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling