-43.8%
ACHR vs CTAS
+110.0%
-153.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.5% |
| 7D | -2.7% | +1.0% | -3.6% | -3.3% |
| 30D | -12.1% | -1.1% | -11.1% | -11.5% |
| 3M | +3.4% | +11.5% | -8.1% | -7.2% |
| 6M | -15.6% | +0.2% | -15.8% | -17.6% |
| YTD | -26.9% | +7.2% | -34.0% | -33.1% |
| 1Y | -34.8% | 0.0% | -34.7% | -37.1% |
| 3Y | -19.2% | +65.9% | -85.2% | -52.8% |
| 5Y | -43.8% | +109.6% | -153.3% | -72.4% |
| All | -43.8% | +110.0% | -153.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling