+236.3%
UNH vs CTAS
+675.6%
-439.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -3.2% | -1.3% | -1.9% | -2.6% |
| 30D | -3.5% | -3.1% | -0.4% | -2.2% |
| 3M | -4.2% | +10.3% | -14.4% | -8.6% |
| 6M | +38.3% | +1.6% | +36.7% | +36.2% |
| YTD | +19.2% | +6.3% | +12.9% | +15.0% |
| 1Y | +15.0% | -0.5% | +15.4% | +14.0% |
| 3Y | -14.5% | +64.6% | -79.1% | -34.9% |
| 5Y | +4.6% | +106.0% | -101.4% | -29.9% |
| All | +236.3% | +675.6% | -439.3% | +28.6% |
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