+139,599.3%
UNH vs CTAS
+26,263.6%
+113,335.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | +7.2% | +10.2% | -3.0% | +4.3% |
| 3M | +0.5% | +12.1% | -11.6% | -2.8% |
| 6M | +3.4% | +38.3% | -34.9% | -6.1% |
| YTD | +25.2% | +21.9% | +3.3% | +17.5% |
| 1Y | +22.7% | +24.0% | -1.4% | +14.6% |
| 3Y | -20.3% | +75.1% | -95.4% | -33.4% |
| 5Y | -3.4% | +116.9% | -120.3% | -24.6% |
| 10Y | +226.8% | +821.3% | -594.4% | +71.6% |
| All | +139,599.3% | +26,263.6% | +113,335.7% | +25,066.9% |
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