+9,127.5%
QLD vs CTAS
+2,524.9%
+6,602.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +0.6% | -1.8% | +2.4% | +2.5% |
| 30D | -0.1% | -0.2% | +0.1% | -0.3% |
| 3M | -8.4% | +11.7% | -20.0% | -21.7% |
| 6M | +32.2% | +0.7% | +31.5% | +24.7% |
| YTD | +28.9% | +7.4% | +21.5% | +12.9% |
| 1Y | +43.8% | -2.1% | +45.9% | +37.9% |
| 3Y | +176.6% | +62.9% | +113.7% | +48.2% |
| 5Y | +121.6% | +111.9% | +9.7% | -4.7% |
| 10Y | +1,652.9% | +652.2% | +1,000.7% | +80.3% |
| All | +9,127.5% | +2,524.9% | +6,602.5% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling