+23,259.7%
CTAS vs CP
+7,669.4%
+15,590.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.8% | -2.7% | +0.9% | -0.9% |
| 30D | -0.2% | +0.2% | -0.4% | -0.4% |
| 3M | +11.7% | +2.6% | +9.1% | +10.6% |
| 6M | +0.7% | +6.0% | -5.3% | -1.7% |
| YTD | +7.4% | +24.9% | -17.5% | -1.5% |
| 1Y | -2.1% | +20.1% | -22.2% | -9.0% |
| 3Y | +62.9% | +16.4% | +46.5% | +51.0% |
| 5Y | +111.9% | +31.7% | +80.1% | +85.7% |
| 10Y | +652.2% | +223.9% | +428.3% | +382.7% |
| All | +23,259.7% | +7,669.4% | +15,590.3% | +5,073.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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