+51.5%
CART vs QID
-74.9%
+126.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.0% | -0.6% | +1.7% | +0.9% |
| 30D | +12.6% | 0.0% | +12.6% | +12.7% |
| 3M | +23.1% | +3.7% | +19.4% | +25.6% |
| 6M | +39.5% | -29.9% | +69.4% | +27.3% |
| YTD | +13.5% | -28.8% | +42.3% | +4.4% |
| 1Y | +14.9% | -37.2% | +52.0% | +1.7% |
| All | +51.5% | -74.9% | +126.4% | -4.5% |
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