+73.6%
USAR vs CTAS
+65.1%
+8.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.3% | 0.0% | +2.4% | +2.3% |
| 30D | -8.6% | -1.0% | -7.6% | -8.9% |
| 3M | -20.5% | +15.8% | -36.2% | -16.4% |
| 6M | +1.2% | -1.0% | +2.2% | +2.4% |
| YTD | +48.4% | +7.4% | +41.0% | +53.8% |
| 1Y | +30.6% | -0.1% | +30.8% | +32.7% |
| 3Y | +73.6% | +66.3% | +7.4% | +77.9% |
| All | +73.6% | +65.1% | +8.6% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling