+1,842.6%
UMC vs CTAS
+687.6%
+1,155.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.8% |
| 7D | +9.0% | +0.5% | +8.5% | +8.8% |
| 30D | +17.2% | -0.7% | +18.0% | +17.5% |
| 3M | +11.4% | +11.1% | +0.3% | +5.6% |
| 6M | +137.5% | +2.1% | +135.4% | +132.1% |
| YTD | +193.1% | +8.0% | +185.1% | +179.6% |
| 1Y | +240.3% | -0.5% | +240.8% | +234.9% |
| 3Y | +262.2% | +66.2% | +196.0% | +183.3% |
| 5Y | +143.1% | +109.2% | +33.9% | +73.3% |
| All | +1,842.6% | +687.6% | +1,155.0% | +937.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling