+4,872.3%
CNC vs CTAS
+2,482.7%
+2,389.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.6% |
| 7D | +2.2% | +2.0% | +0.2% | +1.3% |
| 30D | +1.6% | +8.7% | -7.1% | -2.0% |
| 3M | +7.9% | +13.3% | -5.4% | +2.1% |
| 6M | +21.2% | +39.4% | -18.2% | +3.7% |
| YTD | +73.2% | +21.5% | +51.7% | +57.2% |
| 1Y | +97.5% | +21.9% | +75.6% | +78.9% |
| 3Y | -1.2% | +73.6% | -74.9% | -24.6% |
| 5Y | -6.1% | +116.2% | -122.3% | -36.0% |
| 10Y | +181.3% | +818.2% | -636.9% | -4.2% |
| All | +4,872.3% | +2,482.7% | +2,389.6% | +822.8% |
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