+216.1%
UNH vs CTAS
+814.6%
-598.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +3.4% | +2.0% | +1.4% | +2.5% |
| 30D | +3.0% | +8.7% | -5.7% | -0.7% |
| 3M | +2.7% | +13.3% | -10.5% | -2.8% |
| 6M | +2.8% | +39.4% | -36.6% | -11.6% |
| YTD | +25.9% | +21.5% | +4.4% | +14.5% |
| 1Y | +25.8% | +21.9% | +3.9% | +14.2% |
| 3Y | -20.0% | +73.6% | -93.7% | -40.2% |
| 5Y | -2.8% | +116.2% | -119.0% | -35.9% |
| All | +216.1% | +814.6% | -598.5% | +22.2% |
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