+1,450.1%
QLD vs CTAS
+820.8%
+629.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -2.1% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | -20.5% | +11.3% | -31.8% | -28.7% |
| 3M | -14.6% | +11.4% | -26.1% | -24.0% |
| 6M | -14.7% | +35.6% | -50.3% | -39.7% |
| YTD | +11.2% | +20.7% | -9.5% | -12.5% |
| 1Y | +7.1% | +22.8% | -15.7% | -17.5% |
| 3Y | +141.1% | +73.4% | +67.7% | +25.6% |
| 5Y | +84.3% | +117.6% | -33.3% | -19.9% |
| 10Y | +1,450.1% | +818.4% | +631.6% | +127.3% |
| All | +1,450.1% | +820.8% | +629.2% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling