+109.6%
CTAS vs QID
-80.7%
+190.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.1% |
| 7D | +1.0% | -1.9% | +2.9% | +0.5% |
| 30D | -1.1% | +1.7% | -2.8% | -0.6% |
| 3M | +11.5% | -3.9% | +15.4% | +10.6% |
| 6M | +0.2% | -30.0% | +30.2% | -8.7% |
| YTD | +7.2% | -28.2% | +35.4% | -1.4% |
| 1Y | 0.0% | -35.6% | +35.6% | -10.6% |
| 3Y | +65.9% | -74.3% | +140.2% | +18.6% |
| 5Y | +109.6% | -80.8% | +190.4% | +52.9% |
| All | +109.6% | -80.7% | +190.2% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling