+108.7%
USB vs CTAS
+650.4%
-541.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +1.4% | -1.8% | +3.3% | +2.5% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +15.2% | +11.7% | +3.6% | +7.4% |
| 6M | +18.8% | +0.7% | +18.1% | +17.0% |
| YTD | +21.0% | +7.4% | +13.6% | +14.6% |
| 1Y | +34.0% | -2.1% | +36.1% | +33.7% |
| 3Y | +95.3% | +62.9% | +32.4% | +41.4% |
| 5Y | +40.4% | +111.9% | -71.5% | -14.9% |
| All | +108.7% | +650.4% | -541.7% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling