+255.6%
UAL vs CTAS
+2,791.4%
-2,535.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.6% |
| 7D | +8.2% | +1.2% | +7.0% | +7.2% |
| 30D | +2.3% | +12.8% | -10.4% | -8.6% |
| 3M | -12.7% | +10.3% | -23.0% | -20.7% |
| 6M | +12.7% | +32.0% | -19.3% | -15.4% |
| YTD | +0.8% | +19.1% | -18.3% | -17.3% |
| 1Y | +17.8% | +21.5% | -3.7% | -5.2% |
| 3Y | +206.7% | +76.0% | +130.6% | +67.9% |
| 5Y | +113.9% | +110.9% | +3.0% | -3.7% |
| 10Y | +97.0% | +849.8% | -752.8% | -81.4% |
| All | +255.6% | +2,791.4% | -2,535.8% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling