+818.6%
CTAS vs CNP
+145.0%
+673.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.5% | +2.5% | -2.0% | -0.8% |
| 30D | +10.2% | +4.0% | +6.2% | +7.8% |
| 3M | +12.1% | +1.6% | +10.4% | +10.8% |
| 6M | +38.3% | -1.7% | +40.0% | +38.8% |
| YTD | +21.9% | +8.6% | +13.3% | +15.8% |
| 1Y | +24.0% | +5.8% | +18.2% | +19.3% |
| 3Y | +75.1% | +63.0% | +12.1% | +32.8% |
| 5Y | +116.9% | +74.7% | +42.3% | +57.4% |
| All | +818.6% | +145.0% | +673.5% | +394.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling