+425.9%
CARR vs QID
-97.0%
+523.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -1.8% |
| 7D | +0.6% | -1.9% | +2.6% | 0.0% |
| 30D | -8.7% | +1.7% | -10.4% | -8.0% |
| 3M | -18.4% | -3.9% | -14.5% | -18.3% |
| 6M | -0.6% | -30.0% | +29.4% | -9.8% |
| YTD | +10.9% | -28.2% | +39.2% | +1.9% |
| 1Y | -7.3% | -35.6% | +28.4% | -17.3% |
| 3Y | +2.9% | -74.3% | +77.2% | -26.0% |
| 5Y | +9.6% | -80.8% | +90.5% | -21.1% |
| All | +425.9% | -97.0% | +523.0% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling