+818.6%
CTAS vs UL
+107.1%
+711.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.5% | -2.5% | +3.0% | +1.5% |
| 30D | +10.2% | +5.7% | +4.6% | +7.7% |
| 3M | +12.1% | +7.0% | +5.1% | +8.9% |
| 6M | +38.3% | +16.1% | +22.2% | +29.6% |
| YTD | +21.9% | +3.6% | +18.3% | +19.2% |
| 1Y | +24.0% | -1.4% | +25.4% | +23.6% |
| 3Y | +75.1% | +34.1% | +41.1% | +51.2% |
| 5Y | +116.9% | +32.0% | +84.9% | +84.7% |
| All | +818.6% | +107.1% | +711.5% | +651.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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