+206.7%
UAL vs CTAS
+75.4%
+131.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.9% |
| 7D | +8.2% | +1.2% | +7.0% | +7.7% |
| 30D | +2.3% | +12.8% | -10.4% | -3.6% |
| 3M | -12.7% | +10.3% | -23.0% | -16.9% |
| 6M | +12.7% | +32.0% | -19.3% | -4.3% |
| YTD | +0.8% | +19.1% | -18.3% | -9.0% |
| 1Y | +17.8% | +21.5% | -3.7% | +4.9% |
| 3Y | +206.7% | +76.0% | +130.6% | +124.8% |
| All | +206.7% | +75.4% | +131.3% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling