+25,810.5%
CTAS vs CNP
+1,874.4%
+23,936.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | +1.2% | -4.2% | +5.3% | +2.2% |
| 30D | +12.8% | +5.5% | +7.2% | +11.2% |
| 3M | +10.3% | +0.6% | +9.7% | +10.0% |
| 6M | +32.0% | -2.8% | +34.8% | +32.7% |
| YTD | +19.1% | +7.9% | +11.3% | +16.5% |
| 1Y | +21.5% | +6.7% | +14.8% | +19.1% |
| 3Y | +76.0% | +61.1% | +14.9% | +55.1% |
| 5Y | +110.9% | +73.0% | +37.9% | +82.5% |
| 10Y | +849.8% | +141.9% | +707.9% | +645.5% |
| All | +25,810.5% | +1,874.4% | +23,936.1% | +13,429.4% |
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