+4,721.4%
CTAS vs URI
+7,377.6%
-2,656.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.1% | +6.0% | +0.5% |
| 7D | +3.8% | -12.9% | +16.7% | +7.1% |
| 30D | +15.5% | -3.4% | +18.9% | +16.2% |
| 3M | +12.7% | -10.0% | +22.7% | +15.0% |
| 6M | +34.5% | +12.2% | +22.3% | +29.6% |
| YTD | +21.3% | +29.8% | -8.4% | +11.6% |
| 1Y | +23.1% | +24.6% | -1.5% | +14.3% |
| 3Y | +79.3% | +137.6% | -58.3% | +39.5% |
| 5Y | +114.7% | +176.6% | -61.9% | +57.9% |
| 10Y | +867.1% | +1,402.6% | -535.5% | +361.2% |
| All | +4,721.4% | +7,377.6% | -2,656.2% | +1,162.8% |
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 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