+2,741.9%
CTAS vs QID
-100.0%
+2,841.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | 0.0% | -2.7% | +2.7% | -1.0% |
| 30D | -1.0% | +1.8% | -2.8% | -0.3% |
| 3M | +15.8% | -2.2% | +17.9% | +15.0% |
| 6M | -1.0% | -32.1% | +31.1% | -13.9% |
| YTD | +7.4% | -28.6% | +36.0% | -4.5% |
| 1Y | -0.1% | -36.3% | +36.2% | -14.7% |
| 3Y | +66.3% | -74.4% | +140.7% | +7.0% |
| 5Y | +111.0% | -80.8% | +191.7% | +39.5% |
| 10Y | +662.9% | -99.1% | +762.0% | +87.6% |
| All | +2,741.9% | -100.0% | +2,841.9% | +139.2% |
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