+111.0%
CTAS vs UL
+22.5%
+88.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 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% | +10.8% |
| 6M | -1.0% | -3.2% | +2.2% | -0.3% |
| YTD | +7.4% | -0.3% | +7.8% | +6.9% |
| 1Y | -0.1% | -8.8% | +8.6% | +2.2% |
| 3Y | +66.3% | +23.9% | +42.4% | +52.7% |
| 5Y | +111.0% | +21.4% | +89.6% | +88.4% |
| All | +111.0% | +22.5% | +88.5% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling