+152.3%
ACN vs CTAS
+812.5%
-660.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -3.8% | +1.7% | -5.6% | -4.8% |
| 30D | +16.5% | +8.4% | +8.1% | +11.6% |
| 3M | +41.5% | +13.0% | +28.4% | +32.4% |
| 6M | +60.1% | +39.1% | +21.0% | +34.1% |
| YTD | -3.9% | +21.2% | -25.2% | -13.5% |
| 1Y | +4.1% | +21.6% | -17.5% | -6.5% |
| 3Y | -15.9% | +73.2% | -89.1% | -39.5% |
| 5Y | -26.3% | +115.7% | -142.0% | -53.4% |
| All | +152.3% | +812.5% | -660.1% | -17.6% |
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