+441.9%
CARR vs QLD
+853.1%
-411.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -8.7% | -0.1% | -8.6% | -8.8% |
| 3M | -12.6% | -8.4% | -4.2% | -10.6% |
| 6M | -1.5% | +32.2% | -33.7% | -11.3% |
| YTD | +14.3% | +28.9% | -14.6% | +3.6% |
| 1Y | -4.6% | +43.8% | -48.4% | -17.0% |
| 3Y | +7.3% | +176.6% | -169.2% | -26.7% |
| 5Y | +11.6% | +121.6% | -109.9% | -24.9% |
| All | +441.9% | +853.1% | -411.2% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling