+42.4%
CART vs QSR
+24.6%
+17.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -4.3% | +5.9% | -10.3% | -5.6% |
| 3M | +13.1% | +10.5% | +2.7% | +10.5% |
| 6M | +26.0% | +7.7% | +18.3% | +23.8% |
| YTD | +6.7% | +16.8% | -10.1% | +2.9% |
| 1Y | +6.3% | +30.9% | -24.6% | -0.5% |
| All | +42.4% | +24.6% | +17.9% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling