+34.6%
CTAS vs QQQI
+57.7%
-23.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | -1.1% | +0.2% | -1.2% | -1.1% |
| 3M | +11.5% | +2.3% | +9.2% | +10.1% |
| 6M | +0.2% | +11.6% | -11.4% | -5.5% |
| YTD | +7.2% | +11.3% | -4.1% | +1.1% |
| 1Y | 0.0% | +17.4% | -17.4% | -8.5% |
| All | +34.6% | +57.7% | -23.1% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling