+1,542.6%
QLD vs CTAS
+817.6%
+724.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.8% |
| 7D | +12.5% | +0.5% | +12.0% | +11.9% |
| 30D | -15.7% | +10.2% | -25.9% | -23.6% |
| 3M | -11.9% | +12.1% | -24.0% | -21.9% |
| 6M | -10.3% | +38.3% | -48.5% | -37.7% |
| YTD | +15.6% | +21.9% | -6.3% | -9.8% |
| 1Y | +12.1% | +24.0% | -11.9% | -14.4% |
| 3Y | +150.7% | +75.1% | +75.5% | +29.5% |
| 5Y | +86.6% | +116.9% | -30.3% | -18.7% |
| All | +1,542.6% | +817.6% | +724.9% | +141.2% |
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