+1,272.7%
UMC vs CTAS
+814.6%
+458.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +11.2% | +2.0% | +9.2% | +10.5% |
| 30D | -28.0% | +8.7% | -36.7% | -30.2% |
| 3M | -20.5% | +13.3% | -33.8% | -24.2% |
| 6M | -1.6% | +39.4% | -41.0% | -14.7% |
| YTD | +99.4% | +21.5% | +77.9% | +81.9% |
| 1Y | +120.4% | +21.9% | +98.5% | +100.7% |
| 3Y | +134.2% | +73.6% | +60.6% | +80.7% |
| 5Y | +78.8% | +116.2% | -37.4% | +25.4% |
| All | +1,272.7% | +814.6% | +458.2% | +613.3% |
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