+3,093.1%
CTAS vs QID
-100.0%
+3,193.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.4% |
| 7D | +0.7% | +1.8% | -1.1% | +1.6% |
| 30D | +11.3% | +21.6% | -10.3% | +20.0% |
| 3M | +11.4% | +12.6% | -1.2% | +16.9% |
| 6M | +35.6% | +6.9% | +28.7% | +39.8% |
| YTD | +20.7% | -20.5% | +41.2% | +12.0% |
| 1Y | +22.8% | -18.1% | +40.9% | +15.5% |
| 3Y | +73.4% | -70.7% | +144.1% | +17.1% |
| 5Y | +117.6% | -77.2% | +194.8% | +53.5% |
| 10Y | +818.4% | -99.0% | +917.5% | +134.0% |
| All | +3,093.1% | -100.0% | +3,193.1% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling