+10.7%
CARR vs QSR
+40.5%
-29.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -3.8% | -4.0% | +0.2% | -2.1% |
| 30D | -8.9% | +2.8% | -11.7% | -10.1% |
| 3M | -17.3% | +5.1% | -22.4% | -19.5% |
| 6M | -1.4% | +8.8% | -10.2% | -6.3% |
| YTD | +10.0% | +14.8% | -4.8% | +1.6% |
| 1Y | -6.4% | +25.7% | -32.1% | -17.6% |
| 3Y | +1.5% | +27.5% | -26.0% | -13.6% |
| All | +10.7% | +40.5% | -29.9% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling