-49.8%
USAR vs CTAS
+25.6%
-75.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.2% | -4.1% |
| 7D | -21.8% | +7.6% | -29.4% | -17.2% |
| 30D | -39.9% | +17.2% | -57.1% | -33.2% |
| 3M | -52.5% | +12.8% | -65.3% | -48.4% |
| 6M | -67.9% | +38.0% | -105.9% | -62.7% |
| YTD | -31.1% | +22.7% | -53.8% | -19.1% |
| 1Y | -49.8% | +25.6% | -75.5% | -40.4% |
| All | -49.8% | +25.6% | -75.5% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling