+50.2%
CART vs QID
-22.5%
+72.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.6% |
| 30D | +23.1% | +14.4% | +8.7% | +24.6% |
| 3M | +19.2% | +6.7% | +12.5% | +20.1% |
| 6M | +45.7% | +2.6% | +43.1% | +46.6% |
| YTD | +30.9% | -24.2% | +55.1% | +29.0% |
| 1Y | +50.2% | -22.3% | +72.5% | +48.4% |
| All | +50.2% | -22.5% | +72.7% | +48.4% |
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