+117.6%
CTAS vs QID
-76.9%
+194.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.2% |
| 7D | +0.7% | +1.8% | -1.1% | +1.3% |
| 30D | +11.3% | +21.6% | -10.3% | +16.8% |
| 3M | +11.4% | +12.6% | -1.2% | +15.0% |
| 6M | +35.6% | +6.9% | +28.7% | +38.4% |
| YTD | +20.7% | -20.5% | +41.2% | +14.1% |
| 1Y | +22.8% | -18.1% | +40.9% | +17.4% |
| 3Y | +73.4% | -70.7% | +144.1% | +28.0% |
| 5Y | +117.6% | -77.2% | +194.8% | +66.0% |
| All | +117.6% | -76.9% | +194.5% | +66.0% |
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 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