+63.3%
UBER vs CTAS
+118.7%
-55.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +1.2% | -0.8% | +1.9% | +1.6% |
| 30D | -1.1% | +10.7% | -11.9% | -7.3% |
| 3M | -10.0% | +11.0% | -21.0% | -15.9% |
| 6M | -7.2% | +38.7% | -45.9% | -25.2% |
| YTD | -13.5% | +21.8% | -35.3% | -24.4% |
| 1Y | -24.5% | +23.6% | -48.1% | -34.8% |
| 3Y | +37.0% | +74.9% | -37.9% | -16.9% |
| 5Y | +63.3% | +119.5% | -56.2% | -30.0% |
| All | +63.3% | +118.7% | -55.4% | -30.0% |
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