+813.9%
CTAS vs CNH
+134.0%
+680.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.5% | -2.9% |
| 7D | -0.7% | +8.6% | -9.3% | -3.3% |
| 30D | +10.3% | +12.6% | -2.3% | +6.1% |
| 3M | +10.2% | +17.5% | -7.3% | +3.4% |
| 6M | +34.4% | +18.1% | +16.3% | +24.7% |
| YTD | +19.6% | +40.4% | -20.8% | +3.7% |
| 1Y | +21.8% | +34.0% | -12.2% | +7.0% |
| 3Y | +74.1% | +35.3% | +38.8% | +45.7% |
| 5Y | +114.0% | -5.1% | +119.1% | +96.6% |
| 10Y | +813.9% | +124.0% | +689.9% | +479.4% |
| All | +813.9% | +134.0% | +680.0% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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