+130.1%
QLD vs CART
+37.6%
+92.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.4% | -10.3% | -12.2% |
| 7D | -18.6% | +1.2% | -19.8% | -18.7% |
| 30D | -28.3% | +27.1% | -55.4% | -31.9% |
| 3M | -20.4% | +27.4% | -47.8% | -24.7% |
| 6M | -14.3% | +32.1% | -46.4% | -20.1% |
| YTD | +2.8% | +28.5% | -25.7% | -4.1% |
| 1Y | -1.2% | +58.8% | -60.0% | -13.0% |
| 3Y | +135.3% | +114.8% | +20.6% | +91.6% |
| All | +130.1% | +37.6% | +92.5% | +86.6% |
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