+95.2%
CNC vs CTAS
+687.6%
-592.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +0.9% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | -1.0% | -0.7% | -0.2% | -0.7% |
| 3M | +4.5% | +11.1% | -6.5% | -0.9% |
| 6M | +85.2% | +2.1% | +83.1% | +81.5% |
| YTD | +61.4% | +8.0% | +53.5% | +54.5% |
| 1Y | +94.9% | -0.5% | +95.4% | +93.1% |
| 3Y | 0.0% | +66.2% | -66.2% | -22.8% |
| 5Y | +11.2% | +109.2% | -98.0% | -24.3% |
| All | +95.2% | +687.6% | -592.4% | -15.0% |
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 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