+74.9%
USAR vs CTAS
+66.2%
+8.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.6% |
| 7D | -2.1% | -1.8% | -0.3% | -2.7% |
| 30D | +2.6% | -0.2% | +2.8% | +2.6% |
| 3M | -35.0% | +11.7% | -46.7% | -32.2% |
| 6M | -6.9% | +0.7% | -7.6% | -5.4% |
| YTD | +48.0% | +7.4% | +40.6% | +53.2% |
| 1Y | +24.8% | -2.1% | +26.9% | +26.2% |
| 3Y | +73.2% | +62.9% | +10.3% | +77.3% |
| All | +74.9% | +66.2% | +8.7% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling