-56.6%
ACHR vs CTAS
+171.3%
-227.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.1% | -11.0% | -11.0% |
| 7D | +11.9% | +0.5% | +11.4% | +11.4% |
| 30D | -2.5% | +10.2% | -12.7% | -9.2% |
| 3M | -31.2% | +12.1% | -43.2% | -36.8% |
| 6M | -32.2% | +38.3% | -70.5% | -48.2% |
| YTD | -42.4% | +21.9% | -64.3% | -51.7% |
| 1Y | -49.9% | +24.0% | -74.0% | -58.7% |
| 3Y | -12.9% | +75.1% | -88.0% | -46.3% |
| 5Y | -24.6% | +116.9% | -141.5% | -62.5% |
| All | -56.6% | +171.3% | -227.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling