-46.9%
CPNG vs CTAS
+25.6%
-72.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.6% | +11.7% |
| 7D | +20.8% | +7.6% | +13.2% | +20.1% |
| 30D | +20.1% | +17.2% | +2.9% | +18.4% |
| 3M | +1.6% | +12.8% | -11.1% | +0.4% |
| 6M | -15.8% | +38.0% | -53.8% | -20.0% |
| YTD | -27.7% | +22.7% | -50.4% | -29.4% |
| 1Y | -46.9% | +25.6% | -72.6% | -47.7% |
| All | -46.9% | +25.6% | -72.6% | -47.7% |
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