+263.0%
UMC vs CTAS
+66.0%
+197.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +13.6% | +1.0% | +12.6% | +13.5% |
| 30D | +20.8% | -1.1% | +21.8% | +20.9% |
| 3M | +16.1% | +11.5% | +4.6% | +13.0% |
| 6M | +137.3% | +0.2% | +137.1% | +138.7% |
| YTD | +193.8% | +7.2% | +186.6% | +188.5% |
| 1Y | +236.1% | 0.0% | +236.1% | +238.0% |
| All | +263.0% | +66.0% | +197.0% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling