+19.0%
CTAS vs Q
+66.4%
-47.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.3% | -8.1% | -1.5% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +12.8% | -9.8% | +22.6% | +12.4% |
| 3M | +10.3% | -12.2% | +22.5% | +9.9% |
| 6M | +32.0% | -21.6% | +53.6% | +30.8% |
| YTD | +19.1% | +43.6% | -24.4% | +13.8% |
| 1Y | +21.5% | +25.7% | -4.2% | +16.3% |
| All | +19.0% | +66.4% | -47.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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