+130.3%
CART vs QSR
+21.7%
+108.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.3% | -2.9% | +4.2% | +2.0% |
| 30D | +19.2% | +4.1% | +15.0% | +17.8% |
| 3M | +17.6% | -0.7% | +18.2% | +17.7% |
| 6M | +47.4% | +0.4% | +46.9% | +47.1% |
| YTD | +30.9% | +13.5% | +17.4% | +27.6% |
| 1Y | +46.0% | +11.0% | +35.0% | +42.9% |
| 3Y | +130.3% | +22.0% | +108.3% | +129.5% |
| All | +130.3% | +21.7% | +108.6% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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