+6.3%
CART vs QS
-44.4%
+50.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.0% | -8.0% | -6.1% |
| 7D | -4.1% | +2.2% | -6.3% | -4.2% |
| 30D | -4.3% | -8.1% | +3.7% | -4.1% |
| 3M | +13.1% | -27.0% | +40.2% | +13.0% |
| 6M | +26.0% | -16.4% | +42.5% | +26.0% |
| YTD | +6.7% | -46.4% | +53.1% | +6.8% |
| 1Y | +6.3% | -41.1% | +47.4% | +7.3% |
| All | +6.3% | -44.4% | +50.7% | +7.3% |
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