-24.1%
UBER vs CTAS
+23.6%
-47.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | +1.6% | +2.0% | -0.4% | +0.8% |
| 30D | +0.6% | +8.7% | -8.1% | -2.8% |
| 3M | -8.2% | +13.3% | -21.4% | -12.8% |
| 6M | -6.7% | +39.4% | -46.1% | -18.7% |
| YTD | -14.7% | +21.5% | -36.2% | -21.4% |
| 1Y | -24.1% | +21.9% | -46.0% | -30.1% |
| All | -24.1% | +23.6% | -47.7% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling