+74.1%
CTAS vs CPB
-35.0%
+109.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | -0.7% | +3.3% | -4.0% | -1.3% |
| 30D | +10.3% | +19.0% | -8.7% | +6.6% |
| 3M | +10.2% | +0.4% | +9.7% | +9.7% |
| 6M | +34.4% | +13.0% | +21.4% | +30.9% |
| YTD | +19.6% | -12.7% | +32.3% | +21.0% |
| 1Y | +21.8% | -20.9% | +42.7% | +25.2% |
| 3Y | +74.1% | -35.4% | +109.5% | +84.7% |
| All | +74.1% | -35.0% | +109.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling