+106.0%
CTAS vs QSR
+40.6%
+65.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.3% | -4.7% | +3.4% | +0.5% |
| 30D | -3.1% | +4.3% | -7.4% | -4.8% |
| 3M | +10.3% | +5.4% | +4.8% | +7.9% |
| 6M | +1.6% | +8.2% | -6.5% | -1.8% |
| YTD | +6.3% | +14.1% | -7.8% | +0.5% |
| 1Y | -0.5% | +28.1% | -28.6% | -10.2% |
| 3Y | +64.6% | +25.3% | +39.3% | +45.2% |
| 5Y | +106.0% | +40.4% | +65.6% | +61.6% |
| All | +106.0% | +40.6% | +65.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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