+109.6%
CTAS vs QS
-74.8%
+184.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.4% | +0.1% |
| 7D | +1.0% | -4.2% | +5.2% | +1.2% |
| 30D | -1.1% | -15.7% | +14.6% | -0.3% |
| 3M | +11.5% | -28.7% | +40.2% | +12.9% |
| 6M | +0.2% | -23.2% | +23.4% | +0.6% |
| YTD | +7.2% | -49.9% | +57.1% | +9.8% |
| 1Y | 0.0% | -38.8% | +38.8% | +0.2% |
| 3Y | +65.9% | -24.0% | +89.9% | +55.5% |
| 5Y | +109.6% | -75.6% | +185.2% | +101.8% |
| All | +109.6% | -74.8% | +184.4% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling