+152.0%
QQQM vs CTAS
+146.6%
+5.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -1.2% | -0.7% | -0.5% | -1.0% |
| 3M | -0.1% | +11.1% | -11.2% | -6.1% |
| 6M | +18.0% | +2.1% | +15.8% | +15.5% |
| YTD | +16.7% | +8.0% | +8.7% | +10.6% |
| 1Y | +23.0% | -0.5% | +23.5% | +21.6% |
| 3Y | +93.3% | +66.2% | +27.1% | +35.4% |
| 5Y | +96.3% | +109.2% | -12.9% | +17.9% |
| All | +152.0% | +146.6% | +5.4% | +40.8% |
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