+114.6%
CTAS vs URA
+128.0%
-13.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | -0.2% | +7.4% | -7.6% | -1.1% |
| 3M | +11.7% | -8.4% | +20.1% | +12.6% |
| 6M | +0.7% | -12.7% | +13.4% | +1.6% |
| YTD | +7.4% | +7.8% | -0.4% | +4.3% |
| 1Y | -2.1% | +19.5% | -21.6% | -7.7% |
| 3Y | +62.9% | +116.4% | -53.5% | +32.6% |
| All | +114.6% | +128.0% | -13.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling