-45.1%
USAR vs CTAS
+23.3%
-68.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +0.7% |
| 7D | -0.8% | +1.7% | -2.5% | +0.6% |
| 30D | -20.9% | +8.4% | -29.4% | -16.3% |
| 3M | -56.2% | +13.0% | -69.2% | -52.3% |
| 6M | -67.9% | +39.1% | -107.0% | -63.5% |
| YTD | -31.4% | +21.2% | -52.6% | -20.4% |
| 1Y | -45.1% | +21.6% | -66.7% | -36.3% |
| All | -45.1% | +23.3% | -68.4% | -36.3% |
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 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