-17.9%
USAR vs CTAS
+88.4%
-106.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.7% |
| 7D | +0.8% | -0.8% | +1.6% | +0.5% |
| 30D | -30.1% | +10.7% | -40.8% | -27.0% |
| 3M | -56.3% | +11.0% | -67.3% | -54.3% |
| 6M | -68.6% | +38.7% | -107.3% | -64.8% |
| YTD | -30.5% | +21.8% | -52.3% | -24.3% |
| 1Y | -53.5% | +23.6% | -77.1% | -49.1% |
| 3Y | -19.3% | +74.9% | -94.2% | -13.1% |
| All | -17.9% | +88.4% | -106.3% | -11.6% |
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