+80.4%
QQQ vs CART
+38.4%
+42.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -5.0% | +3.0% | -7.9% | -5.3% |
| 30D | -13.4% | +28.6% | -42.0% | -15.7% |
| 3M | -8.1% | +29.1% | -37.2% | -10.8% |
| 6M | -5.5% | +44.7% | -50.2% | -9.7% |
| YTD | +7.2% | +29.2% | -22.0% | +3.5% |
| 1Y | +7.8% | +66.2% | -58.4% | +0.5% |
| 3Y | +80.7% | +112.8% | -32.1% | +62.4% |
| All | +80.4% | +38.4% | +42.0% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling