+51.5%
CART vs QSR
+27.6%
+23.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | +1.0% | +2.4% | -1.4% | +0.5% |
| 30D | +12.6% | +7.6% | +5.0% | +10.7% |
| 3M | +23.1% | +12.6% | +10.5% | +19.7% |
| 6M | +39.5% | +14.4% | +25.2% | +35.3% |
| YTD | +13.5% | +19.6% | -6.1% | +8.8% |
| 1Y | +14.9% | +33.9% | -19.0% | +6.9% |
| All | +51.5% | +27.6% | +23.9% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling