+25.6%
CTAS vs URA
-32.2%
+57.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.3% |
| 7D | +7.6% | -10.5% | +18.2% | +6.8% |
| 30D | +17.2% | -18.6% | +35.8% | +15.8% |
| 3M | +12.8% | -23.0% | +35.8% | +11.2% |
| 6M | +38.0% | -40.3% | +78.3% | +36.2% |
| YTD | +22.7% | -23.5% | +46.2% | +21.5% |
| 1Y | +25.6% | -31.1% | +56.8% | +24.1% |
| All | +25.6% | -32.2% | +57.8% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling