+1,935.5%
CTAS vs CNH
+32.2%
+1,903.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.6% |
| 7D | +1.2% | -1.7% | +2.9% | +1.6% |
| 30D | +12.8% | -7.2% | +20.0% | +14.9% |
| 3M | +10.3% | +6.5% | +3.7% | +7.0% |
| 6M | +32.0% | +7.9% | +24.1% | +26.5% |
| YTD | +19.1% | +26.6% | -7.5% | +7.8% |
| 1Y | +21.5% | +13.8% | +7.7% | +13.2% |
| 3Y | +76.0% | +9.2% | +66.8% | +60.0% |
| 5Y | +110.9% | -15.6% | +126.5% | +102.4% |
| 10Y | +849.8% | +119.2% | +730.6% | +534.3% |
| All | +1,935.5% | +32.2% | +1,903.3% | +1,344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling