-13.0%
USAR vs CTAS
+85.0%
-98.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.7% |
| 7D | -1.1% | -0.7% | -0.4% | -1.3% |
| 30D | -30.3% | +10.3% | -40.5% | -27.4% |
| 3M | -54.7% | +10.2% | -64.9% | -52.8% |
| 6M | -67.5% | +34.4% | -101.9% | -64.0% |
| YTD | -26.4% | +19.6% | -46.0% | -20.4% |
| 1Y | -49.5% | +21.8% | -71.3% | -45.1% |
| 3Y | -14.5% | +74.1% | -88.6% | -8.6% |
| All | -13.0% | +85.0% | -98.0% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling