+421.5%
CARR vs QID
-97.0%
+518.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +0.8% |
| 7D | -3.8% | +1.3% | -5.0% | -3.3% |
| 30D | -8.9% | +2.9% | -11.9% | -7.9% |
| 3M | -17.3% | -0.7% | -16.6% | -16.5% |
| 6M | -1.4% | -29.7% | +28.3% | -10.3% |
| YTD | +10.0% | -27.9% | +37.9% | +1.2% |
| 1Y | -6.4% | -34.6% | +28.2% | -16.0% |
| 3Y | +1.5% | -73.5% | +75.1% | -26.3% |
| 5Y | +9.3% | -81.0% | +90.3% | -21.4% |
| All | +421.5% | -97.0% | +518.5% | +216.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling