+202.2%
CTAS vs QS
-60.6%
+262.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +8.0% | +0.3% |
| 7D | +0.5% | -5.6% | +6.1% | +0.6% |
| 30D | +10.2% | -5.8% | +16.1% | +10.3% |
| 3M | +12.1% | -39.2% | +51.3% | +13.5% |
| 6M | +38.3% | -53.9% | +92.2% | +40.8% |
| YTD | +21.9% | -62.8% | +84.7% | +24.7% |
| 1Y | +24.0% | -73.5% | +97.5% | +28.2% |
| 3Y | +75.1% | -29.1% | +104.2% | +69.7% |
| 5Y | +116.9% | -90.0% | +206.9% | +115.2% |
| All | +202.2% | -60.6% | +262.8% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling