+25.6%
CTAS vs CNP
+8.7%
+16.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.1% |
| 7D | +7.6% | -1.3% | +8.9% | +7.8% |
| 30D | +17.2% | +8.7% | +8.5% | +14.6% |
| 3M | +12.8% | -0.7% | +13.5% | +12.7% |
| 6M | +38.0% | -4.2% | +42.1% | +39.1% |
| YTD | +22.7% | +8.9% | +13.8% | +22.3% |
| 1Y | +25.6% | +8.3% | +17.3% | +25.5% |
| All | +25.6% | +8.7% | +16.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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