+5,329.1%
CTAS vs CNI
+6,516.9%
-1,187.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -0.7% | -2.7% | +2.0% | +0.5% |
| 3M | +11.1% | +3.9% | +7.2% | +9.0% |
| 6M | +2.1% | +16.4% | -14.2% | -5.3% |
| YTD | +8.0% | +25.8% | -17.8% | -3.9% |
| 1Y | -0.5% | +32.4% | -32.9% | -13.7% |
| 3Y | +66.2% | +19.1% | +47.1% | +49.1% |
| 5Y | +109.2% | +13.6% | +95.6% | +90.1% |
| 10Y | +689.5% | +136.8% | +552.7% | +409.3% |
| All | +5,329.1% | +6,516.9% | -1,187.7% | +855.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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