+10.9%
CARR vs QLD
+146.5%
-135.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.6% |
| 7D | +3.5% | +7.0% | -3.5% | +0.8% |
| 30D | +0.4% | -14.3% | +14.7% | +5.8% |
| 3M | -14.1% | -16.0% | +1.9% | -8.9% |
| 6M | -16.7% | -14.2% | -2.5% | -13.2% |
| YTD | +4.2% | +12.8% | -8.6% | -3.3% |
| 1Y | -0.2% | +14.1% | -14.2% | -7.9% |
| 3Y | +10.9% | +146.0% | -135.1% | -28.2% |
| All | +10.9% | +146.5% | -135.6% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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