+2,508.4%
CTAS vs UUUU
-91.9%
+2,600.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | 0.0% | +2.8% | -2.9% | -0.2% |
| 30D | -1.0% | +3.4% | -4.4% | -1.2% |
| 3M | +15.8% | -3.9% | +19.6% | +15.6% |
| 6M | -1.0% | -23.2% | +22.2% | -0.6% |
| YTD | +7.4% | +0.6% | +6.9% | +5.9% |
| 1Y | -0.1% | +22.9% | -23.0% | -3.3% |
| 3Y | +66.3% | +98.6% | -32.3% | +54.4% |
| 5Y | +111.0% | +130.2% | -19.3% | +91.1% |
| 10Y | +662.9% | +519.5% | +143.4% | +533.3% |
| All | +2,508.4% | -91.9% | +2,600.3% | +2,176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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