+139.4%
QLD vs CTAS
+75.4%
+64.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.3% |
| 7D | -10.3% | +1.2% | -11.4% | -10.7% |
| 30D | -26.1% | +12.8% | -38.8% | -30.1% |
| 3M | -17.8% | +10.3% | -28.0% | -21.7% |
| 6M | -15.6% | +32.0% | -47.6% | -29.3% |
| YTD | +5.4% | +19.1% | -13.8% | -5.5% |
| 1Y | +5.2% | +21.5% | -16.2% | -7.3% |
| 3Y | +139.4% | +76.0% | +63.4% | +54.2% |
| All | +139.4% | +75.4% | +64.0% | +54.2% |
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 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