+5.6%
CARR vs QLD
+66.7%
-61.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.5% |
| 7D | -2.3% | -10.3% | +7.9% | +1.4% |
| 30D | -4.4% | -26.1% | +21.7% | +6.6% |
| 3M | -17.8% | -17.8% | 0.0% | -12.1% |
| 6M | -22.2% | -15.6% | -6.7% | -18.5% |
| YTD | +0.7% | +5.4% | -4.7% | -3.6% |
| 1Y | -5.9% | +5.2% | -11.2% | -10.1% |
| 3Y | +8.6% | +139.4% | -130.9% | -27.2% |
| All | +5.6% | +66.7% | -61.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling