+233.4%
RDW vs CART
+12.5%
+221.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | +4.8% | -8.7% | +13.5% | +7.3% |
| 30D | -19.5% | -4.4% | -15.2% | -18.9% |
| 3M | -26.9% | +14.6% | -41.5% | -30.4% |
| 6M | +17.8% | +24.4% | -6.6% | +8.3% |
| YTD | +43.0% | +5.0% | +38.0% | +37.5% |
| 1Y | +32.1% | +0.5% | +31.5% | +27.7% |
| All | +233.4% | +12.5% | +221.0% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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