+4,169.0%
CTAS vs URI
+7,134.6%
-2,965.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +11.7% | -6.7% | +18.4% | +12.9% |
| 6M | +0.7% | +19.0% | -18.3% | -4.6% |
| YTD | +7.4% | +25.5% | -18.1% | -0.1% |
| 1Y | -2.1% | +5.5% | -7.6% | -5.4% |
| 3Y | +62.9% | +111.3% | -48.4% | +30.5% |
| 5Y | +111.9% | +198.6% | -86.7% | +53.3% |
| 10Y | +652.2% | +1,179.9% | -527.7% | +271.4% |
| All | +4,169.0% | +7,134.6% | -2,965.6% | +1,030.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling