+40.4%
USB vs CTAS
+114.7%
-74.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -2.3% | -1.0% | -1.3% | -1.9% |
| 3M | +13.9% | +15.8% | -1.9% | +5.8% |
| 6M | +21.6% | -1.0% | +22.6% | +21.4% |
| YTD | +19.3% | +7.4% | +11.9% | +14.3% |
| 1Y | +33.6% | -0.1% | +33.7% | +32.4% |
| 3Y | +97.7% | +66.3% | +31.4% | +48.9% |
| 5Y | +40.4% | +111.0% | -70.5% | -8.3% |
| All | +40.4% | +114.7% | -74.3% | -8.3% |
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