+123.3%
UAL vs CTAS
+118.4%
+4.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.3% |
| 30D | +7.8% | +10.2% | -2.5% | +1.4% |
| 3M | -11.1% | +12.1% | -23.2% | -17.4% |
| 6M | +16.1% | +38.3% | -22.2% | -7.9% |
| YTD | -0.5% | +21.9% | -22.4% | -14.0% |
| 1Y | +11.3% | +24.0% | -12.7% | -5.1% |
| 3Y | +192.8% | +75.1% | +117.7% | +87.9% |
| 5Y | +123.3% | +116.9% | +6.3% | +6.4% |
| All | +123.3% | +118.4% | +4.9% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling