-0.8%
CPNG vs CTAS
+74.7%
-75.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -6.8% | +2.0% | -8.7% | -7.2% |
| 30D | +5.5% | +8.7% | -3.2% | +3.4% |
| 3M | -6.8% | +13.3% | -20.0% | -9.5% |
| 6M | -4.8% | +39.4% | -44.2% | -13.4% |
| YTD | -35.6% | +21.5% | -57.1% | -39.1% |
| 1Y | -46.8% | +21.9% | -68.6% | -49.7% |
| 3Y | -0.8% | +73.6% | -74.4% | -19.6% |
| All | -0.8% | +74.7% | -75.5% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling