+115.0%
UMC vs CTAS
+25.6%
+89.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -0.7% |
| 7D | -14.7% | +7.6% | -22.3% | -11.0% |
| 30D | -32.9% | +17.2% | -50.1% | -26.6% |
| 3M | -22.2% | +12.8% | -34.9% | -16.3% |
| 6M | +25.9% | +38.0% | -12.1% | +40.6% |
| YTD | +107.9% | +22.7% | +85.2% | +139.6% |
| 1Y | +115.0% | +25.6% | +89.4% | +148.7% |
| All | +115.0% | +25.6% | +89.4% | +148.7% |
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 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