+23,259.8%
CTAS vs UL
+2,661.1%
+20,598.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.8% | -1.3% | -0.5% | -1.3% |
| 30D | -0.2% | +0.5% | -0.7% | -0.4% |
| 3M | +11.7% | +17.6% | -5.9% | +4.5% |
| 6M | +0.7% | -5.4% | +6.1% | +2.5% |
| YTD | +7.4% | +0.7% | +6.7% | +6.4% |
| 1Y | -2.1% | -9.3% | +7.2% | +0.9% |
| 3Y | +62.9% | +24.5% | +38.4% | +46.5% |
| 5Y | +111.9% | +23.2% | +88.7% | +88.2% |
| 10Y | +652.2% | +64.5% | +587.7% | +485.2% |
| All | +23,259.8% | +2,661.1% | +20,598.7% | +7,110.9% |
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