+228.2%
RDW vs CART
+11.0%
+217.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -4.0% |
| 7D | +3.6% | -9.5% | +13.1% | +6.3% |
| 30D | -18.4% | -7.8% | -10.7% | -17.0% |
| 3M | -32.1% | +10.4% | -42.5% | -34.6% |
| 6M | +10.9% | +20.1% | -9.2% | +3.0% |
| YTD | +40.8% | +3.7% | +37.1% | +35.9% |
| 1Y | +31.1% | +2.6% | +28.6% | +25.8% |
| All | +228.2% | +11.0% | +217.2% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling