+22.0%
USB vs CTAS
+109.9%
-87.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.5% |
| 30D | +5.8% | +12.8% | -6.9% | +0.3% |
| 3M | -6.0% | +10.3% | -16.2% | -10.1% |
| 6M | +7.8% | +32.0% | -24.2% | -5.9% |
| YTD | +14.6% | +19.1% | -4.5% | +4.7% |
| 1Y | +31.8% | +21.5% | +10.3% | +19.2% |
| 3Y | +91.5% | +76.0% | +15.5% | +40.5% |
| All | +22.0% | +109.9% | -87.9% | -22.5% |
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