+56.6%
CART vs QS
-73.4%
+130.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.2% |
| 7D | +1.5% | +13.7% | -12.2% | +0.7% |
| 30D | +22.4% | -0.2% | +22.6% | +22.3% |
| 3M | +16.5% | -24.8% | +41.4% | +18.2% |
| 6M | +44.9% | -39.4% | +84.3% | +46.4% |
| YTD | +30.0% | -56.1% | +86.1% | +31.4% |
| All | +56.6% | -73.4% | +130.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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