-4.6%
CARR vs QSR
+33.2%
-37.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.6% | +2.4% | -0.9% | +1.3% |
| 30D | -8.7% | +7.6% | -16.4% | -9.5% |
| 3M | -12.6% | +12.6% | -25.2% | -13.9% |
| 6M | -1.5% | +14.4% | -15.9% | -5.3% |
| YTD | +14.3% | +19.6% | -5.3% | +8.3% |
| 1Y | -4.6% | +33.9% | -38.5% | -8.9% |
| All | -4.6% | +33.2% | -37.8% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling