+8.8%
QQQ vs CART
+51.1%
-42.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | -10.2% | +22.4% | -32.6% | -10.8% |
| 3M | -6.3% | +15.6% | -21.9% | -6.7% |
| 6M | -4.9% | +44.9% | -49.8% | -6.1% |
| YTD | +10.2% | +30.0% | -19.8% | +8.2% |
| 1Y | +8.8% | +56.6% | -47.9% | +6.0% |
| All | +8.8% | +51.1% | -42.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling