+662.9%
CTAS vs URA
+371.9%
+291.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.6% |
| 7D | 0.0% | +8.1% | -8.1% | -1.5% |
| 30D | -1.0% | +5.8% | -6.8% | -2.2% |
| 3M | +15.8% | +3.4% | +12.3% | +14.3% |
| 6M | -1.0% | -2.6% | +1.6% | -2.0% |
| YTD | +7.4% | +11.2% | -3.7% | +2.1% |
| 1Y | -0.1% | +19.8% | -20.0% | -8.2% |
| 3Y | +66.3% | +121.5% | -55.2% | +25.0% |
| 5Y | +111.0% | +134.5% | -23.5% | +47.6% |
| 10Y | +662.9% | +376.7% | +286.2% | +264.4% |
| All | +662.9% | +371.9% | +291.0% | +264.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling