-4.6%
CARR vs QID
-38.2%
+33.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +0.9% |
| 7D | +1.6% | -0.6% | +2.2% | +1.4% |
| 30D | -8.7% | 0.0% | -8.7% | -8.6% |
| 3M | -12.6% | +3.7% | -16.3% | -10.3% |
| 6M | -1.5% | -29.9% | +28.3% | -11.6% |
| YTD | +14.3% | -28.8% | +43.1% | +3.0% |
| 1Y | -4.6% | -37.2% | +32.6% | -15.0% |
| All | -4.6% | -38.2% | +33.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling