+66.3%
CTAS vs UL
+24.1%
+42.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | -1.0% | +0.9% | -1.9% | -1.3% |
| 3M | +15.8% | +14.2% | +1.5% | +11.2% |
| 6M | -1.0% | -3.2% | +2.2% | -0.4% |
| YTD | +7.4% | -0.3% | +7.8% | +6.8% |
| 1Y | -0.1% | -8.8% | +8.6% | +2.0% |
| 3Y | +66.3% | +23.9% | +42.4% | +53.0% |
| All | +66.3% | +24.1% | +42.2% | +53.0% |
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 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