+117.6%
CTAS vs UEC
+33.3%
+84.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.9% | +1.2% |
| 7D | +0.7% | -5.2% | +5.8% | +0.9% |
| 30D | +11.3% | -22.0% | +33.3% | +12.5% |
| 3M | +11.4% | -37.0% | +48.4% | +13.7% |
| 6M | +35.6% | -52.7% | +88.3% | +40.1% |
| YTD | +20.7% | -38.6% | +59.3% | +21.2% |
| 1Y | +22.8% | -44.6% | +67.4% | +23.9% |
| 3Y | +73.4% | +27.1% | +46.3% | +55.0% |
| 5Y | +117.6% | +37.9% | +79.7% | +83.1% |
| All | +117.6% | +33.3% | +84.3% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 5y: compounded portfolio wealth divided by compounded UEC 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…
5y analysis · Full analysis span regression · 6 months rolling