+74.1%
CTAS vs UL
+34.1%
+40.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +10.3% | +7.0% | +3.3% | +7.8% |
| 3M | +10.2% | +5.8% | +4.4% | +8.1% |
| 6M | +34.4% | +16.1% | +18.2% | +28.0% |
| YTD | +19.6% | +4.5% | +15.1% | +17.0% |
| 1Y | +21.8% | -1.3% | +23.1% | +21.2% |
| 3Y | +74.1% | +35.0% | +39.2% | +57.3% |
| All | +74.1% | +34.1% | +40.0% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling