+82.2%
UBER vs CTAS
+292.7%
-210.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -3.9% | -1.8% | -2.1% | -2.8% |
| 30D | +11.1% | -0.2% | +11.3% | +11.3% |
| 3M | +4.9% | +11.7% | -6.8% | -2.7% |
| 6M | -1.2% | +0.7% | -1.9% | -2.4% |
| YTD | -7.3% | +7.4% | -14.7% | -12.3% |
| 1Y | -17.6% | -2.1% | -15.5% | -17.6% |
| 3Y | +61.1% | +62.9% | -1.9% | +9.6% |
| 5Y | +87.9% | +111.9% | -24.0% | +6.1% |
| All | +82.2% | +292.7% | -210.4% | -38.9% |
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