+243.6%
UMC vs CTAS
+2,610.9%
-2,367.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +5.0% | -1.8% | +6.8% | +6.1% |
| 30D | +7.7% | -0.2% | +7.9% | +7.6% |
| 3M | +1.7% | +11.7% | -10.0% | -7.6% |
| 6M | +113.9% | +0.7% | +113.2% | +106.2% |
| YTD | +168.9% | +7.4% | +161.5% | +148.2% |
| 1Y | +207.2% | -2.1% | +209.3% | +199.4% |
| 3Y | +227.7% | +62.9% | +164.8% | +123.0% |
| 5Y | +118.0% | +111.9% | +6.2% | +24.4% |
| 10Y | +1,682.1% | +652.2% | +1,029.9% | +264.1% |
| All | +243.6% | +2,610.9% | -2,367.3% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling