+2,767.2%
CTAS vs UEC
+73.5%
+2,693.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.8% | -6.9% | +5.1% | -1.3% |
| 30D | -0.2% | +7.6% | -7.9% | -0.9% |
| 3M | +11.7% | -18.4% | +30.1% | +12.5% |
| 6M | +0.7% | -23.3% | +24.0% | +1.3% |
| YTD | +7.4% | -1.2% | +8.6% | +5.5% |
| 1Y | -2.1% | +2.3% | -4.4% | -4.9% |
| 3Y | +62.9% | +162.3% | -99.3% | +42.9% |
| 5Y | +111.9% | +287.2% | -175.4% | +72.8% |
| 10Y | +652.2% | +1,009.6% | -357.4% | +422.5% |
| All | +2,767.2% | +73.5% | +2,693.7% | +1,716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling