+74.7%
CART vs QID
-72.4%
+147.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +1.3% |
| 7D | +1.3% | -7.1% | +8.4% | -0.5% |
| 30D | +19.2% | +12.6% | +6.5% | +23.5% |
| 3M | +17.6% | +14.2% | +3.3% | +22.5% |
| 6M | +47.4% | +6.2% | +41.2% | +51.7% |
| YTD | +30.9% | -21.8% | +52.7% | +24.0% |
| 1Y | +46.0% | -23.1% | +69.1% | +37.8% |
| 3Y | +130.3% | -71.3% | +201.6% | +57.6% |
| All | +74.7% | -72.4% | +147.1% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling