+1,351.8%
QLD vs CTAS
+840.0%
+511.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +4.2% |
| 7D | -10.3% | +1.2% | -11.4% | -11.2% |
| 30D | -26.1% | +12.8% | -38.8% | -34.5% |
| 3M | -17.8% | +10.3% | -28.0% | -26.0% |
| 6M | -15.6% | +32.0% | -47.6% | -38.8% |
| YTD | +5.4% | +19.1% | -13.8% | -16.1% |
| 1Y | +5.2% | +21.5% | -16.2% | -18.1% |
| 3Y | +139.4% | +76.0% | +63.4% | +22.7% |
| 5Y | +66.7% | +110.9% | -44.2% | -25.4% |
| All | +1,351.8% | +840.0% | +511.9% | +113.0% |
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