-69.3%
CPNG vs CTAS
+138.6%
-207.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -7.4% | -0.7% | -6.6% | -7.0% |
| 3M | -12.3% | +11.1% | -23.4% | -17.8% |
| 6M | -19.4% | +2.1% | -21.6% | -21.1% |
| YTD | -35.9% | +8.0% | -43.9% | -39.2% |
| 1Y | -53.4% | -0.5% | -52.9% | -54.0% |
| 3Y | -20.0% | +66.2% | -86.2% | -46.9% |
| 5Y | -49.6% | +109.2% | -158.8% | -72.4% |
| All | -69.3% | +138.6% | -207.9% | -83.4% |
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 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