+66.2%
CART vs QID
-13.7%
+79.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.3% |
| 7D | +3.0% | +9.4% | -6.5% | +3.9% |
| 30D | +28.6% | +31.2% | -2.7% | +31.6% |
| 3M | +29.1% | +17.4% | +11.6% | +31.2% |
| 6M | +44.7% | +8.4% | +36.3% | +46.5% |
| YTD | +29.2% | -15.8% | +45.0% | +28.8% |
| 1Y | +66.2% | -16.3% | +82.5% | +65.8% |
| All | +66.2% | -13.7% | +79.8% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling