+72.5%
CART vs QID
-70.3%
+142.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | -0.1% |
| 7D | +3.0% | +9.4% | -6.5% | +5.6% |
| 30D | +28.6% | +31.2% | -2.7% | +38.4% |
| 3M | +29.1% | +17.4% | +11.6% | +35.3% |
| 6M | +44.7% | +8.4% | +36.3% | +49.5% |
| YTD | +29.2% | -15.8% | +45.0% | +24.6% |
| 1Y | +66.2% | -16.3% | +82.5% | +60.2% |
| 3Y | +112.8% | -70.4% | +183.2% | +45.2% |
| All | +72.5% | -70.3% | +142.8% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling