+22.7%
USB vs CTAS
+113.7%
-91.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -1.5% | +3.8% | -5.3% | -3.1% |
| 30D | +4.3% | +15.5% | -11.2% | -2.2% |
| 3M | -6.1% | +12.7% | -18.8% | -11.1% |
| 6M | +9.4% | +34.5% | -25.1% | -5.3% |
| YTD | +15.2% | +21.3% | -6.1% | +4.4% |
| 1Y | +32.8% | +23.1% | +9.7% | +19.4% |
| 3Y | +91.3% | +79.3% | +12.0% | +39.3% |
| 5Y | +22.7% | +114.7% | -92.0% | -22.0% |
| All | +22.7% | +113.7% | -91.0% | -22.0% |
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