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  • CTAS vs CPB✓SelectedUSD · CPBCTAS vs CPB performance historyLatest closeAs of+0.01%09/08
Stock and ETF performance explorer

CTAS vs CPB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+662.9%
CPB return
-45.7%
Excess return
+708.6%
Maximum drawdown
-48.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCPBExcessAlpha
1D0.0%+1.8%-1.8%-0.3%
7D0.0%-8.2%+8.2%+1.4%
30D-1.0%-5.6%+4.6%-0.1%
3M+15.8%+3.0%+12.8%+15.0%
6M-1.0%-12.7%+11.7%+1.0%
YTD+7.4%-18.0%+25.4%+10.5%
1Y-0.1%-31.7%+31.6%+5.9%
3Y+66.3%-41.0%+107.2%+79.1%
5Y+111.0%-38.4%+149.4%+125.0%
10Y+662.9%-45.0%+707.8%+734.8%
All+662.9%-45.7%+708.6%+734.8%

Cumulative growth

Daily Returns

Daily percentage return beside CPB.

Daily Out/Under-Performance

Portfolio return minus CPB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CPB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CPB 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling