+44.7%
CART vs QID
+5.8%
+38.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.2% |
| 7D | +3.0% | +9.4% | -6.5% | +4.3% |
| 30D | +28.6% | +31.2% | -2.7% | +33.0% |
| 3M | +29.1% | +17.4% | +11.6% | +32.1% |
| 6M | +44.7% | +8.4% | +36.3% | +45.4% |
| All | +44.7% | +5.8% | +38.9% | +45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling