+27.5%
UAL vs CTAS
+25.6%
+1.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +7.5% |
| 7D | +11.9% | +7.6% | +4.3% | +10.7% |
| 30D | +5.2% | +17.2% | -12.0% | +2.4% |
| 3M | -12.7% | +12.8% | -25.5% | -14.5% |
| 6M | +28.5% | +38.0% | -9.4% | +17.1% |
| YTD | +3.5% | +22.7% | -19.2% | -0.3% |
| 1Y | +27.5% | +25.6% | +1.9% | +21.0% |
| All | +27.5% | +25.6% | +1.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling