+251.3%
UAL vs CTAS
+2,506.8%
-2,255.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | +0.7% | -1.8% | +2.5% | +2.3% |
| 30D | -16.1% | -0.2% | -15.9% | -16.1% |
| 3M | +6.1% | +11.7% | -5.5% | -6.2% |
| 6M | +10.8% | +0.7% | +10.1% | +6.8% |
| YTD | -0.4% | +7.4% | -7.8% | -9.7% |
| 1Y | +5.0% | -2.1% | +7.1% | +3.1% |
| 3Y | +124.0% | +62.9% | +61.1% | +31.6% |
| 5Y | +141.0% | +111.9% | +29.1% | +7.4% |
| 10Y | +118.0% | +652.2% | -534.2% | -74.1% |
| All | +251.3% | +2,506.8% | -2,255.4% | -91.7% |
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