+662.9%
CTAS vs CNH
+152.9%
+510.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.7% |
| 7D | 0.0% | +8.8% | -8.8% | -2.9% |
| 30D | -1.0% | +24.7% | -25.7% | -8.1% |
| 3M | +15.8% | +27.3% | -11.6% | +6.1% |
| 6M | -1.0% | +23.2% | -24.2% | -9.1% |
| YTD | +7.4% | +48.9% | -41.5% | -7.8% |
| 1Y | -0.1% | +19.4% | -19.5% | -8.2% |
| 3Y | +66.3% | +7.8% | +58.5% | +52.6% |
| 5Y | +111.0% | +8.7% | +102.2% | +85.2% |
| 10Y | +662.9% | +149.5% | +513.4% | +333.7% |
| All | +662.9% | +152.9% | +510.0% | +333.7% |
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