-21.9%
CPNG vs CTAS
+66.0%
-87.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -7.6% | +1.0% | -8.6% | -7.8% |
| 30D | -8.8% | -1.1% | -7.8% | -8.6% |
| 3M | -7.2% | +11.5% | -18.7% | -10.6% |
| 6M | -21.5% | +0.2% | -21.7% | -22.0% |
| YTD | -37.4% | +7.2% | -44.6% | -39.1% |
| 1Y | -54.3% | 0.0% | -54.3% | -54.6% |
| All | -21.9% | +66.0% | -87.9% | -38.8% |
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 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