+100.1%
UAL vs CTAS
+824.3%
-724.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | +12.5% | +0.7% | +11.8% | +12.0% |
| 30D | +12.2% | +11.3% | +0.9% | +3.2% |
| 3M | -2.6% | +11.4% | -14.0% | -10.8% |
| 6M | +21.1% | +35.6% | -14.6% | -6.8% |
| YTD | +7.8% | +20.7% | -12.9% | -9.4% |
| 1Y | +25.4% | +22.8% | +2.6% | +3.8% |
| 3Y | +217.3% | +73.4% | +143.9% | +92.9% |
| 5Y | +132.9% | +117.6% | +15.3% | +14.8% |
| All | +100.1% | +824.3% | -724.2% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling