+114.6%
CTAS vs URI
+200.7%
-86.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.4% |
| 30D | -0.2% | -12.9% | +12.7% | +3.0% |
| 3M | +11.7% | -6.7% | +18.4% | +12.9% |
| 6M | +0.7% | +19.0% | -18.3% | -5.1% |
| YTD | +7.4% | +25.5% | -18.1% | -1.0% |
| 1Y | -2.1% | +5.5% | -7.6% | -5.6% |
| 3Y | +62.9% | +111.3% | -48.4% | +22.7% |
| All | +114.6% | +200.7% | -86.0% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling