+76.0%
CTAS vs URI
+138.8%
-62.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +1.2% | -9.8% | +10.9% | +2.7% |
| 30D | +12.8% | +1.7% | +11.0% | +12.2% |
| 3M | +10.3% | -9.1% | +19.3% | +11.6% |
| 6M | +32.0% | +9.9% | +22.1% | +28.7% |
| YTD | +19.1% | +31.2% | -12.1% | +11.1% |
| 1Y | +21.5% | +25.9% | -4.5% | +14.2% |
| 3Y | +76.0% | +147.4% | -71.3% | +48.1% |
| All | +76.0% | +138.8% | -62.7% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling