+88.5%
ACN vs CTAS
+665.9%
-577.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -6.3% | +1.0% | -7.3% | -6.8% |
| 30D | -1.4% | -1.1% | -0.3% | -0.8% |
| 3M | +2.6% | +11.5% | -8.9% | -3.0% |
| 6M | -14.3% | +0.2% | -14.5% | -14.5% |
| YTD | -33.1% | +7.2% | -40.3% | -35.6% |
| 1Y | -28.8% | 0.0% | -28.8% | -29.0% |
| 3Y | -43.0% | +65.9% | -108.9% | -58.0% |
| 5Y | -44.0% | +109.6% | -153.6% | -63.7% |
| 10Y | +88.5% | +683.8% | -595.2% | -29.2% |
| All | +88.5% | +665.9% | -577.3% | -29.2% |
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