+72.5%
CART vs QSR
+24.8%
+47.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +3.0% | +7.3% | -4.3% | +1.0% |
| 30D | +28.6% | +11.9% | +16.7% | +24.6% |
| 3M | +29.1% | +7.5% | +21.6% | +26.8% |
| 6M | +44.7% | +2.5% | +42.3% | +43.5% |
| YTD | +29.2% | +17.0% | +12.3% | +24.5% |
| 1Y | +66.2% | +18.1% | +48.0% | +59.6% |
| 3Y | +112.8% | +28.6% | +84.2% | +88.9% |
| All | +72.5% | +24.8% | +47.7% | +54.7% |
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