-51.1%
CPNG vs CTAS
+107.0%
-158.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -5.4% | -1.3% | -4.1% | -4.8% |
| 30D | -11.1% | -3.1% | -8.0% | -9.6% |
| 3M | -3.0% | +10.3% | -13.3% | -9.2% |
| 6M | -23.5% | +1.6% | -25.2% | -25.1% |
| YTD | -37.8% | +6.3% | -44.1% | -40.9% |
| 1Y | -54.3% | -0.5% | -53.8% | -55.0% |
| 3Y | -20.8% | +64.6% | -85.4% | -50.9% |
| 5Y | -51.1% | +106.0% | -157.1% | -77.2% |
| All | -51.1% | +107.0% | -158.1% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling