+26,381.5%
CTAS vs UL
+2,729.0%
+23,652.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -0.8% | -1.7% | +0.9% | -0.1% |
| 30D | +10.7% | +4.5% | +6.2% | +8.7% |
| 3M | +11.0% | +5.5% | +5.5% | +8.5% |
| 6M | +38.7% | +17.0% | +21.7% | +29.9% |
| YTD | +21.8% | +3.2% | +18.6% | +19.4% |
| 1Y | +23.6% | -1.9% | +25.4% | +23.4% |
| 3Y | +74.9% | +33.6% | +41.4% | +52.9% |
| 5Y | +119.5% | +31.5% | +88.0% | +89.8% |
| 10Y | +820.2% | +103.9% | +716.3% | +557.5% |
| All | +26,381.5% | +2,729.0% | +23,652.4% | +7,988.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling