-2.5%
QQQ vs CART
+47.7%
-50.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +6.4% | +1.2% | +5.2% | +6.3% |
| 30D | -7.5% | +17.8% | -25.2% | -8.0% |
| 3M | -4.8% | +20.7% | -25.5% | -5.6% |
| 6M | -2.5% | +49.7% | -52.2% | -4.4% |
| All | -2.5% | +47.7% | -50.2% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling