+51.8%
QQQI vs CART
+128.7%
-76.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +3.3% | +1.3% | +2.0% | +3.2% |
| 30D | -5.8% | +19.2% | -25.0% | -7.4% |
| 3M | -5.0% | +17.6% | -22.6% | -6.6% |
| 6M | -3.2% | +47.4% | -50.5% | -7.2% |
| YTD | +6.8% | +30.9% | -24.1% | +3.4% |
| 1Y | +9.0% | +46.0% | -37.0% | +3.9% |
| All | +51.8% | +128.7% | -76.9% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling