+1,142.0%
CTAS vs QSR
+218.5%
+923.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.8% | +2.4% | -4.3% | -2.9% |
| 30D | -0.2% | +7.6% | -7.8% | -3.6% |
| 3M | +11.7% | +12.6% | -0.9% | +5.8% |
| 6M | +0.7% | +14.4% | -13.7% | -5.6% |
| YTD | +7.4% | +19.6% | -12.2% | -1.5% |
| 1Y | -2.1% | +33.9% | -36.0% | -14.9% |
| 3Y | +62.9% | +27.1% | +35.8% | +41.6% |
| 5Y | +111.9% | +48.5% | +63.3% | +68.8% |
| 10Y | +652.2% | +126.2% | +526.0% | +379.9% |
| All | +1,142.0% | +218.5% | +923.5% | +608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling