+1.5%
CARR vs QID
-73.7%
+75.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +0.7% |
| 7D | -3.8% | +1.3% | -5.0% | -3.2% |
| 30D | -8.9% | +2.9% | -11.9% | -7.7% |
| 3M | -17.3% | -0.7% | -16.6% | -16.4% |
| 6M | -1.4% | -29.7% | +28.3% | -12.2% |
| YTD | +10.0% | -27.9% | +37.9% | -0.7% |
| 1Y | -6.4% | -34.6% | +28.2% | -18.1% |
| 3Y | +1.5% | -73.5% | +75.1% | -35.4% |
| All | +1.5% | -73.7% | +75.3% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling