+69.4%
USAR vs CTAS
+65.8%
+3.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.5% |
| 7D | -4.4% | +1.0% | -5.4% | -4.1% |
| 30D | -10.4% | -1.1% | -9.3% | -10.6% |
| 3M | -18.4% | +11.5% | -29.9% | -15.0% |
| 6M | -8.8% | +0.2% | -9.0% | -7.5% |
| YTD | +43.4% | +7.2% | +36.2% | +48.3% |
| 1Y | +21.0% | 0.0% | +21.0% | +22.9% |
| 3Y | +67.7% | +65.9% | +1.8% | +71.5% |
| All | +69.4% | +65.8% | +3.6% | +73.1% |
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