+112.8%
CART vs QS
-30.4%
+143.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | +0.3% |
| 7D | +3.0% | +5.4% | -2.5% | +2.6% |
| 30D | +28.6% | -5.3% | +33.9% | +28.8% |
| 3M | +29.1% | -22.6% | +51.7% | +30.8% |
| 6M | +44.7% | -46.2% | +90.9% | +48.8% |
| YTD | +29.2% | -58.9% | +88.1% | +34.5% |
| 1Y | +66.2% | -73.1% | +139.2% | +76.9% |
| 3Y | +112.8% | -27.2% | +140.0% | +88.6% |
| All | +112.8% | -30.4% | +143.2% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling