+662.9%
CTAS vs CNP
+135.4%
+527.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | 0.0% | +1.6% | -1.7% | -0.9% |
| 30D | -1.0% | -0.8% | -0.2% | -0.7% |
| 3M | +15.8% | -3.6% | +19.3% | +17.8% |
| 6M | -1.0% | -6.9% | +5.9% | +2.3% |
| YTD | +7.4% | +6.4% | +1.0% | +3.4% |
| 1Y | -0.1% | +9.9% | -10.1% | -5.7% |
| 3Y | +66.3% | +53.1% | +13.2% | +30.6% |
| 5Y | +111.0% | +72.0% | +39.0% | +54.6% |
| 10Y | +662.9% | +131.5% | +531.4% | +316.0% |
| All | +662.9% | +135.4% | +527.5% | +316.0% |
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