+52.5%
CART vs Q
+75.8%
-23.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.3% | +4.0% | -3.7% | +0.3% |
| 30D | +22.4% | -2.3% | +24.8% | +22.2% |
| 3M | +15.6% | -7.9% | +23.6% | +15.4% |
| 6M | +44.9% | -16.0% | +60.9% | +43.6% |
| YTD | +30.0% | +51.7% | -21.7% | +27.9% |
| 1Y | +56.6% | +28.3% | +28.3% | +55.9% |
| All | +52.5% | +75.8% | -23.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling