+3,124.9%
CTAS vs QID
-100.0%
+3,224.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.3% |
| 7D | +0.5% | -11.8% | +12.3% | -3.9% |
| 30D | +10.2% | +14.2% | -4.0% | +16.2% |
| 3M | +12.1% | +8.8% | +3.3% | +16.2% |
| 6M | +38.3% | +1.5% | +36.8% | +39.9% |
| YTD | +21.9% | -23.8% | +45.7% | +11.4% |
| 1Y | +24.0% | -22.0% | +46.0% | +14.6% |
| 3Y | +75.1% | -71.9% | +147.0% | +16.5% |
| 5Y | +116.9% | -77.6% | +194.5% | +52.5% |
| 10Y | +821.3% | -99.1% | +920.3% | +131.4% |
| All | +3,124.9% | -100.0% | +3,224.8% | +179.2% |
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