+12.3%
QQQ vs CARR
-1.4%
+13.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -4.6% | -0.7% | -4.0% | -4.5% |
| 30D | -8.5% | +0.3% | -8.8% | -8.6% |
| 3M | -4.3% | -14.9% | +10.6% | -0.9% |
| 6M | +3.1% | -14.9% | +17.9% | +6.5% |
| YTD | +13.0% | +7.0% | +6.0% | +9.9% |
| 1Y | +12.3% | -1.8% | +14.0% | +11.1% |
| All | +12.3% | -1.4% | +13.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling