+95.7%
QQQ vs CARR
+8.3%
+87.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.3% |
| 7D | -0.6% | -3.8% | +3.2% | +0.9% |
| 30D | -1.2% | -8.9% | +7.7% | +2.4% |
| 3M | -0.2% | -17.3% | +17.1% | +7.0% |
| 6M | +17.9% | -1.4% | +19.3% | +16.4% |
| YTD | +16.6% | +10.0% | +6.7% | +9.3% |
| 1Y | +23.0% | -6.4% | +29.3% | +23.1% |
| 3Y | +92.9% | +1.5% | +91.4% | +78.1% |
| All | +95.7% | +8.3% | +87.4% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling