+166.3%
CTAS vs QS
-44.4%
+210.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -1.8% | -2.3% | +0.5% | -1.8% |
| 30D | -0.2% | -0.7% | +0.5% | -0.2% |
| 3M | +11.7% | -39.6% | +51.3% | +13.1% |
| 6M | +0.7% | -21.7% | +22.4% | +1.0% |
| YTD | +7.4% | -47.4% | +54.8% | +8.9% |
| 1Y | -2.1% | -28.4% | +26.3% | -2.4% |
| 3Y | +62.9% | -22.6% | +85.5% | +57.9% |
| 5Y | +111.9% | -75.6% | +187.5% | +107.2% |
| All | +166.3% | -44.4% | +210.7% | +169.9% |
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