+67.6%
UBER vs CTAS
+344.2%
-276.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | +1.6% | +2.0% | -0.4% | +0.3% |
| 30D | +0.6% | +8.7% | -8.1% | -4.7% |
| 3M | -8.2% | +13.3% | -21.4% | -15.5% |
| 6M | -6.7% | +39.4% | -46.1% | -25.3% |
| YTD | -14.7% | +21.5% | -36.2% | -25.7% |
| 1Y | -24.1% | +21.9% | -46.0% | -34.0% |
| 3Y | +33.4% | +73.6% | -40.2% | -12.7% |
| 5Y | +54.5% | +116.2% | -61.8% | -14.0% |
| All | +67.6% | +344.2% | -276.5% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling