+815.5%
CTAS vs URI
+1,173.3%
-357.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.1% |
| 7D | +2.0% | +6.7% | -4.7% | -0.2% |
| 30D | +8.7% | +8.9% | -0.2% | +5.4% |
| 3M | +13.3% | +0.5% | +12.7% | +12.3% |
| 6M | +39.4% | +20.7% | +18.7% | +29.3% |
| YTD | +21.5% | +40.0% | -18.5% | +5.3% |
| 1Y | +21.9% | +34.4% | -12.5% | +6.9% |
| 3Y | +73.6% | +149.5% | -75.8% | +17.3% |
| 5Y | +116.2% | +205.6% | -89.4% | +30.0% |
| All | +815.5% | +1,173.3% | -357.9% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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