+51.5%
CART vs QS
-20.6%
+72.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | +1.0% | -2.3% | +3.4% | +1.2% |
| 30D | +12.6% | -0.7% | +13.3% | +12.6% |
| 3M | +23.1% | -39.6% | +62.8% | +26.5% |
| 6M | +39.5% | -21.7% | +61.2% | +40.6% |
| YTD | +13.5% | -47.4% | +60.9% | +17.1% |
| 1Y | +14.9% | -28.4% | +43.2% | +13.4% |
| All | +51.5% | -20.6% | +72.1% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling