-54.0%
USAR vs CTAS
+24.0%
-78.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.5% | -8.8% |
| 7D | -9.1% | +0.7% | -9.8% | -8.4% |
| 30D | -36.9% | +11.3% | -48.2% | -32.0% |
| 3M | -58.4% | +11.4% | -69.8% | -55.0% |
| 6M | -70.6% | +35.6% | -106.3% | -65.9% |
| YTD | -33.4% | +20.7% | -54.1% | -22.4% |
| 1Y | -54.0% | +22.8% | -76.9% | -45.7% |
| All | -54.0% | +24.0% | -78.0% | -45.7% |
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