+3,407.4%
CTAS vs URA
-31.1%
+3,438.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | -0.2% | +7.4% | -7.6% | -1.9% |
| 3M | +11.7% | -8.4% | +20.1% | +12.8% |
| 6M | +0.7% | -12.7% | +13.4% | +1.9% |
| YTD | +7.4% | +7.8% | -0.4% | +2.3% |
| 1Y | -2.1% | +19.5% | -21.6% | -10.5% |
| 3Y | +62.9% | +116.4% | -53.5% | +22.6% |
| 5Y | +111.9% | +134.3% | -22.4% | +48.3% |
| 10Y | +652.2% | +359.3% | +292.9% | +298.5% |
| All | +3,407.4% | -31.1% | +3,438.5% | +2,673.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling