-0.1%
CTAS vs CNH
+20.6%
-20.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.5% |
| 7D | 0.0% | +8.8% | -8.8% | -0.8% |
| 30D | -1.0% | +24.7% | -25.7% | -3.2% |
| 3M | +15.8% | +27.3% | -11.6% | +12.7% |
| 6M | -1.0% | +23.2% | -24.2% | -3.5% |
| YTD | +7.4% | +48.9% | -41.5% | +1.7% |
| 1Y | -0.1% | +19.4% | -19.5% | -3.2% |
| All | -0.1% | +20.6% | -20.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling