+683.1%
CTAS vs QID
-99.2%
+782.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.0% |
| 7D | +0.5% | +1.3% | -0.8% | +1.0% |
| 30D | -0.7% | +2.9% | -3.7% | +0.3% |
| 3M | +11.1% | -0.7% | +11.8% | +10.9% |
| 6M | +2.1% | -29.7% | +31.8% | -9.0% |
| YTD | +8.0% | -27.9% | +35.8% | -2.7% |
| 1Y | -0.5% | -34.6% | +34.1% | -13.1% |
| 3Y | +66.2% | -73.5% | +139.7% | +11.4% |
| 5Y | +109.2% | -81.0% | +190.2% | +42.1% |
| All | +683.1% | -99.2% | +782.3% | +112.1% |
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