+35.6%
CTAS vs QQQI
+57.7%
-22.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.3% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | +11.1% | +1.3% | +9.7% | +10.2% |
| 6M | +2.1% | +11.5% | -9.4% | -3.6% |
| YTD | +8.0% | +11.3% | -3.3% | +1.9% |
| 1Y | -0.5% | +16.9% | -17.4% | -8.7% |
| All | +35.6% | +57.7% | -22.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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