+0.1%
CARR vs QS
-26.0%
+26.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -4.1% | -5.0% | +0.8% | -3.7% |
| 30D | -11.0% | -18.3% | +7.3% | -9.3% |
| 3M | -16.4% | -26.0% | +9.6% | -14.4% |
| 6M | -2.4% | -24.0% | +21.7% | -0.7% |
| YTD | +8.4% | -50.3% | +58.7% | +14.2% |
| 1Y | -8.0% | -38.0% | +30.0% | -6.1% |
| All | +0.1% | -26.0% | +26.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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