+552.9%
QQQ vs CTAS
+675.6%
-122.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -1.3% | -1.3% | 0.0% | -0.6% |
| 30D | -1.4% | -3.1% | +1.7% | 0.0% |
| 3M | +2.3% | +10.3% | -8.0% | -3.5% |
| 6M | +16.9% | +1.6% | +15.2% | +14.3% |
| YTD | +15.6% | +6.3% | +9.3% | +10.4% |
| 1Y | +22.6% | -0.5% | +23.1% | +20.6% |
| 3Y | +93.5% | +64.6% | +28.9% | +43.6% |
| 5Y | +93.9% | +106.0% | -12.1% | +28.2% |
| All | +552.9% | +675.6% | -122.8% | +144.1% |
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