-69.0%
CPNG vs CTAS
+137.4%
-206.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -7.4% | -1.8% | -5.6% | -6.6% |
| 30D | -4.4% | -0.2% | -4.2% | -4.3% |
| 3M | -7.5% | +11.7% | -19.2% | -13.5% |
| 6M | -19.9% | +0.7% | -20.7% | -21.1% |
| YTD | -35.2% | +7.4% | -42.6% | -38.4% |
| 1Y | -46.8% | -2.1% | -44.7% | -47.0% |
| 3Y | -20.2% | +62.9% | -83.1% | -46.2% |
| 5Y | -48.4% | +111.9% | -160.3% | -71.7% |
| All | -69.0% | +137.4% | -206.4% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling