+146.3%
RDW vs CART
+39.2%
+107.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | +29.7% | +1.2% | +28.5% | +29.4% |
| 30D | -12.3% | +17.8% | -30.1% | -16.0% |
| 3M | -40.5% | +20.7% | -61.2% | -43.8% |
| 6M | -30.5% | +49.7% | -80.3% | -39.0% |
| YTD | +5.7% | +30.0% | -24.4% | -4.2% |
| 1Y | +34.5% | +48.4% | -13.9% | +15.8% |
| 3Y | +229.1% | +132.0% | +97.1% | +150.4% |
| All | +146.3% | +39.2% | +107.1% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling