+24.7%
UAL vs CTAS
+23.7%
+1.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +2.3% | -0.8% | +3.0% | +2.4% |
| 30D | +13.3% | +10.7% | +2.6% | +11.5% |
| 3M | -6.3% | +11.0% | -17.3% | -7.8% |
| 6M | +22.5% | +38.7% | -16.2% | +11.5% |
| YTD | +5.9% | +21.8% | -15.9% | +2.4% |
| 1Y | +24.7% | +23.6% | +1.1% | +19.9% |
| All | +24.7% | +23.7% | +1.0% | +19.9% |
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