+94.9%
CNC vs CTAS
+1.1%
+93.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +1.4% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -1.0% | -0.7% | -0.2% | -0.9% |
| 3M | +4.5% | +11.1% | -6.5% | +2.0% |
| 6M | +85.2% | +2.1% | +83.1% | +88.5% |
| YTD | +61.4% | +8.0% | +53.5% | +61.9% |
| 1Y | +94.9% | -0.5% | +95.4% | +110.4% |
| All | +94.9% | +1.1% | +93.8% | +110.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling