+8,200.6%
USB vs CTAS
+26,438.6%
-18,238.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.0% |
| 7D | +2.4% | +7.6% | -5.2% | -0.5% |
| 30D | +6.6% | +17.2% | -10.6% | 0.0% |
| 3M | -4.1% | +12.8% | -16.8% | -8.7% |
| 6M | +12.5% | +38.0% | -25.5% | -1.7% |
| YTD | +17.6% | +22.7% | -5.1% | +7.4% |
| 1Y | +36.5% | +25.6% | +10.9% | +23.4% |
| 3Y | +95.4% | +81.4% | +14.0% | +51.4% |
| 5Y | +26.1% | +117.9% | -91.7% | -9.7% |
| 10Y | +101.3% | +878.3% | -777.0% | -18.1% |
| All | +8,200.6% | +26,438.6% | -18,238.0% | +1,514.0% |
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 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