+386.1%
CARR vs QLD
+732.1%
-346.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | -0.5% |
| 7D | -3.3% | -1.4% | -1.9% | -3.1% |
| 30D | -3.6% | -19.6% | +16.0% | +3.2% |
| 3M | -16.3% | -14.1% | -2.2% | -12.5% |
| 6M | -19.6% | -13.6% | -5.9% | -16.6% |
| YTD | +2.5% | +12.5% | -10.0% | -3.4% |
| 1Y | -5.8% | +13.1% | -18.9% | -11.6% |
| 3Y | +10.2% | +154.7% | -144.5% | -23.0% |
| 5Y | +4.7% | +81.1% | -76.4% | -25.7% |
| All | +386.1% | +732.1% | -346.0% | +189.4% |
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 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