+23,259.7%
CTAS vs CNP
+1,826.3%
+21,433.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | -0.2% | -1.8% | +1.6% | +0.2% |
| 3M | +11.7% | -4.6% | +16.3% | +13.0% |
| 6M | +0.7% | -8.8% | +9.6% | +3.0% |
| YTD | +7.4% | +5.2% | +2.2% | +5.8% |
| 1Y | -2.1% | +8.3% | -10.4% | -4.3% |
| 3Y | +62.9% | +54.9% | +8.1% | +45.0% |
| 5Y | +111.9% | +73.5% | +38.4% | +83.4% |
| 10Y | +652.2% | +139.1% | +513.1% | +493.0% |
| All | +23,259.7% | +1,826.3% | +21,433.4% | +12,186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling