+99.1%
UAL vs CTAS
+658.8%
-559.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +3.4% | 0.0% | +3.5% | +3.4% |
| 30D | -16.5% | -1.0% | -15.5% | -16.0% |
| 3M | +2.8% | +15.8% | -13.0% | -9.8% |
| 6M | +17.6% | -1.0% | +18.6% | +16.0% |
| YTD | -3.2% | +7.4% | -10.6% | -10.7% |
| 1Y | +0.4% | -0.1% | +0.6% | -2.3% |
| 3Y | +128.2% | +66.3% | +61.9% | +42.8% |
| 5Y | +137.7% | +111.0% | +26.7% | +19.8% |
| 10Y | +99.1% | +662.9% | -563.8% | -53.7% |
| All | +99.1% | +658.8% | -559.7% | -53.7% |
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