-0.1%
CTAS vs URA
+20.2%
-20.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | +0.2% |
| 7D | 0.0% | +8.1% | -8.1% | +0.4% |
| 30D | -1.0% | +5.8% | -6.8% | -0.6% |
| 3M | +15.8% | +3.4% | +12.3% | +16.7% |
| 6M | -1.0% | -2.6% | +1.6% | -0.3% |
| YTD | +7.4% | +11.2% | -3.7% | +9.1% |
| 1Y | -0.1% | +19.8% | -20.0% | +1.9% |
| All | -0.1% | +20.2% | -20.3% | +1.9% |
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