+1,570.9%
QQQ vs CTAS
+2,220.0%
-649.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.4% | -1.8% | +2.2% | +1.3% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | -2.8% | +11.7% | -14.5% | -9.3% |
| 6M | +18.0% | +0.7% | +17.3% | +15.6% |
| YTD | +17.3% | +7.4% | +9.9% | +11.0% |
| 1Y | +25.6% | -2.1% | +27.7% | +24.2% |
| 3Y | +93.7% | +62.9% | +30.8% | +44.3% |
| 5Y | +94.2% | +111.9% | -17.7% | +26.4% |
| 10Y | +557.9% | +652.2% | -94.3% | +108.7% |
| All | +1,570.9% | +2,220.0% | -649.0% | +154.2% |
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 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