+818.6%
CTAS vs QID
-99.1%
+917.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.3% |
| 7D | +0.5% | -11.8% | +12.3% | -3.4% |
| 30D | +10.2% | +14.2% | -4.0% | +15.5% |
| 3M | +12.1% | +8.8% | +3.3% | +15.7% |
| 6M | +38.3% | +1.5% | +36.8% | +39.7% |
| YTD | +21.9% | -23.8% | +45.7% | +12.3% |
| 1Y | +24.0% | -22.0% | +46.0% | +15.4% |
| 3Y | +75.1% | -71.9% | +147.0% | +19.5% |
| 5Y | +116.9% | -77.6% | +194.5% | +57.1% |
| All | +818.6% | -99.1% | +917.6% | +166.7% |
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