+210.6%
UAL vs CTAS
+75.1%
+135.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +2.3% | -0.8% | +3.0% | +2.6% |
| 30D | +13.3% | +10.7% | +2.6% | +7.8% |
| 3M | -6.3% | +11.0% | -17.3% | -11.1% |
| 6M | +22.5% | +38.7% | -16.2% | +1.2% |
| YTD | +5.9% | +21.8% | -15.9% | -5.4% |
| 1Y | +24.7% | +23.6% | +1.1% | +10.2% |
| All | +210.6% | +75.1% | +135.5% | +133.5% |
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