+815.5%
CTAS vs QID
-99.0%
+914.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.5% |
| 7D | +2.0% | -7.1% | +9.1% | -0.3% |
| 30D | +8.7% | +12.6% | -3.9% | +13.4% |
| 3M | +13.3% | +14.2% | -1.0% | +18.9% |
| 6M | +39.4% | +6.2% | +33.2% | +43.0% |
| YTD | +21.5% | -21.8% | +43.3% | +12.8% |
| 1Y | +21.9% | -23.1% | +45.0% | +12.7% |
| 3Y | +73.6% | -71.3% | +145.0% | +19.2% |
| 5Y | +116.2% | -77.0% | +193.2% | +57.9% |
| All | +815.5% | -99.0% | +914.5% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling