-28.8%
ACN vs CTAS
+0.1%
-28.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -6.3% | +1.0% | -7.3% | -6.9% |
| 30D | -1.4% | -1.1% | -0.3% | -0.7% |
| 3M | +2.6% | +11.5% | -8.9% | -3.7% |
| 6M | -14.3% | +0.2% | -14.5% | -13.1% |
| YTD | -33.1% | +7.2% | -40.3% | -35.2% |
| 1Y | -28.8% | 0.0% | -28.8% | -29.5% |
| All | -28.8% | +0.1% | -28.9% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling