+110.7%
CARR vs QS
-47.0%
+157.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.7% | -1.5% |
| 7D | +0.6% | -4.2% | +4.9% | +0.9% |
| 30D | -8.7% | -15.7% | +7.0% | -7.7% |
| 3M | -18.4% | -28.7% | +10.3% | -16.9% |
| 6M | -0.6% | -23.2% | +22.6% | +0.5% |
| YTD | +10.9% | -49.9% | +60.8% | +14.8% |
| 1Y | -7.3% | -38.8% | +31.5% | -5.9% |
| 3Y | +2.9% | -24.0% | +26.9% | -0.4% |
| 5Y | +9.6% | -75.6% | +85.2% | +6.9% |
| All | +110.7% | -47.0% | +157.7% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling