+207.2%
UMC vs CTAS
-1.7%
+208.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.5% |
| 7D | +5.0% | -1.8% | +6.8% | +4.2% |
| 30D | +7.7% | -0.2% | +7.9% | +7.7% |
| 3M | +1.7% | +11.7% | -10.0% | +4.9% |
| 6M | +113.9% | +0.7% | +113.2% | +123.7% |
| YTD | +168.9% | +7.4% | +161.5% | +180.1% |
| 1Y | +207.2% | -2.1% | +209.3% | +226.4% |
| All | +207.2% | -1.7% | +208.9% | +226.4% |
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