+42.4%
CART vs QID
-74.8%
+117.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -5.9% |
| 7D | -4.1% | -2.7% | -1.4% | -4.8% |
| 30D | -4.3% | +1.8% | -6.1% | -3.8% |
| 3M | +13.1% | -2.2% | +15.3% | +13.3% |
| 6M | +26.0% | -32.1% | +58.2% | +13.8% |
| YTD | +6.7% | -28.6% | +35.3% | -1.8% |
| 1Y | +6.3% | -36.3% | +42.6% | -5.5% |
| All | +42.4% | -74.8% | +117.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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