+25,903.7%
CTAS vs CPB
+361.0%
+25,542.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.7% |
| 7D | -0.7% | +3.3% | -4.0% | -1.7% |
| 30D | +10.3% | +19.0% | -8.7% | +4.5% |
| 3M | +10.2% | +0.4% | +9.7% | +9.4% |
| 6M | +34.4% | +13.0% | +21.4% | +28.6% |
| YTD | +19.6% | -12.7% | +32.3% | +22.9% |
| 1Y | +21.8% | -20.9% | +42.7% | +28.8% |
| 3Y | +74.1% | -35.4% | +109.5% | +92.3% |
| 5Y | +114.0% | -32.3% | +146.3% | +129.7% |
| 10Y | +813.9% | -40.5% | +854.5% | +869.2% |
| All | +25,903.7% | +361.0% | +25,542.7% | +15,187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling