+188.6%
QLD vs CART
+21.6%
+167.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +0.6% | +1.0% | -0.5% | +0.3% |
| 30D | -0.1% | +12.6% | -12.7% | -2.9% |
| 3M | -8.4% | +23.1% | -31.5% | -12.8% |
| 6M | +32.2% | +39.5% | -7.3% | +21.1% |
| YTD | +28.9% | +13.5% | +15.4% | +23.8% |
| 1Y | +43.8% | +14.9% | +29.0% | +36.7% |
| All | +188.6% | +21.6% | +167.0% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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