+137,274.2%
UNH vs CTAS
+23,132.7%
+114,141.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.1% | 0.0% | +1.2% | +1.2% |
| 30D | -1.5% | -1.0% | -0.5% | -1.3% |
| 3M | -0.8% | +15.8% | -16.6% | -5.2% |
| 6M | +41.8% | -1.0% | +42.8% | +41.4% |
| YTD | +23.1% | +7.4% | +15.6% | +19.9% |
| 1Y | +28.5% | -0.1% | +28.6% | +27.7% |
| 3Y | -11.8% | +66.3% | -78.1% | -25.2% |
| 5Y | +5.3% | +111.0% | -105.6% | -17.1% |
| 10Y | +247.4% | +662.9% | -415.5% | +92.1% |
| All | +137,274.2% | +23,132.7% | +114,141.4% | +25,576.0% |
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