+818.4%
CTAS vs CNH
+107.8%
+710.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.2% |
| 7D | +0.7% | +4.5% | -3.8% | -0.9% |
| 30D | +11.3% | +7.6% | +3.7% | +8.5% |
| 3M | +11.4% | +17.0% | -5.6% | +4.6% |
| 6M | +35.6% | +12.9% | +22.7% | +27.4% |
| YTD | +20.7% | +34.3% | -13.6% | +6.0% |
| 1Y | +22.8% | +28.5% | -5.7% | +9.2% |
| 3Y | +73.4% | +31.9% | +41.6% | +46.0% |
| 5Y | +117.6% | -9.6% | +127.2% | +102.7% |
| 10Y | +818.4% | +106.3% | +712.2% | +489.1% |
| All | +818.4% | +107.8% | +710.6% | +489.1% |
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