+252.9%
UPS vs CTAS
+3,350.2%
-3,097.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +16.4% | +10.2% | +6.2% | +12.5% |
| 3M | +7.9% | +12.1% | -4.2% | +3.5% |
| 6M | +15.8% | +38.3% | -22.4% | +2.9% |
| YTD | +16.6% | +21.9% | -5.3% | +8.0% |
| 1Y | +22.3% | +24.0% | -1.7% | +12.7% |
| 3Y | -6.2% | +75.1% | -81.4% | -24.5% |
| 5Y | -34.4% | +116.9% | -151.4% | -51.2% |
| 10Y | +41.7% | +821.3% | -779.6% | -36.9% |
| All | +252.9% | +3,350.2% | -3,097.3% | -11.3% |
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