+51.8%
CTAS vs UMAC
+195.7%
-144.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.2% |
| 7D | +0.5% | +10.1% | -9.7% | +0.4% |
| 30D | +10.2% | -39.1% | +49.4% | +10.6% |
| 3M | +12.1% | -56.2% | +68.3% | +12.7% |
| 6M | +38.3% | -16.2% | +54.5% | +37.4% |
| YTD | +21.9% | -7.1% | +29.0% | +20.5% |
| 1Y | +24.0% | +10.3% | +13.8% | +22.2% |
| All | +51.8% | +195.7% | -144.0% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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