+137.5%
UMC vs CTAS
+107.0%
+30.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +11.4% | -1.3% | +12.7% | +11.9% |
| 30D | +16.8% | -3.1% | +19.9% | +18.1% |
| 3M | +19.1% | +10.3% | +8.8% | +12.1% |
| 6M | +137.4% | +1.6% | +135.8% | +132.4% |
| YTD | +186.4% | +6.3% | +180.1% | +172.8% |
| 1Y | +229.1% | -0.5% | +229.6% | +224.3% |
| 3Y | +257.9% | +64.6% | +193.3% | +138.8% |
| 5Y | +137.5% | +106.0% | +31.5% | +29.1% |
| All | +137.5% | +107.0% | +30.5% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling