+133.5%
QLD vs CTAS
+78.6%
+54.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.1% | -11.6% | -12.3% |
| 7D | -18.6% | +3.8% | -22.4% | -19.8% |
| 30D | -28.3% | +15.5% | -43.8% | -32.9% |
| 3M | -20.4% | +12.7% | -33.1% | -24.8% |
| 6M | -14.3% | +34.5% | -48.8% | -28.8% |
| YTD | +2.8% | +21.3% | -18.5% | -8.5% |
| 1Y | -1.2% | +23.1% | -24.3% | -13.2% |
| All | +133.5% | +78.6% | +54.9% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling