-69.2%
CPNG vs CTAS
+168.6%
-237.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -6.8% | +2.0% | -8.7% | -7.6% |
| 30D | +5.5% | +8.7% | -3.2% | +1.3% |
| 3M | -6.8% | +13.3% | -20.0% | -12.3% |
| 6M | -4.8% | +39.4% | -44.2% | -20.7% |
| YTD | -35.6% | +21.5% | -57.1% | -42.4% |
| 1Y | -46.8% | +21.9% | -68.6% | -52.6% |
| 3Y | -0.8% | +73.6% | -74.4% | -34.2% |
| 5Y | -42.9% | +116.2% | -159.1% | -70.3% |
| All | -69.2% | +168.6% | -237.7% | -84.3% |
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