+25.6%
CTAS vs QS
-71.4%
+97.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.2% | +2.6% |
| 7D | +7.6% | +4.5% | +3.1% | +7.8% |
| 30D | +17.2% | -4.1% | +21.3% | +17.1% |
| 3M | +12.8% | -22.1% | +34.9% | +11.9% |
| 6M | +38.0% | -38.4% | +76.4% | +35.9% |
| YTD | +22.7% | -57.5% | +80.2% | +20.6% |
| 1Y | +25.6% | -71.3% | +97.0% | +24.0% |
| All | +25.6% | -71.4% | +97.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling