+66.3%
UBER vs CTAS
+345.7%
-279.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.2% |
| 30D | -3.1% | +10.2% | -13.3% | -9.1% |
| 3M | -8.3% | +12.1% | -20.4% | -15.0% |
| 6M | -9.5% | +38.3% | -47.8% | -27.1% |
| YTD | -15.4% | +21.9% | -37.3% | -26.4% |
| 1Y | -26.1% | +24.0% | -50.2% | -36.6% |
| 3Y | +34.0% | +75.1% | -41.1% | -12.8% |
| 5Y | +53.2% | +116.9% | -63.7% | -14.8% |
| All | +66.3% | +345.7% | -279.4% | -48.7% |
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