-11.8%
ACN vs CTAS
+75.4%
-87.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | +0.9% | +1.2% | -0.3% | +0.3% |
| 30D | +33.5% | +12.8% | +20.8% | +26.5% |
| 3M | +53.5% | +10.3% | +43.2% | +46.7% |
| 6M | +52.2% | +32.0% | +20.2% | +35.3% |
| YTD | -0.1% | +19.1% | -19.2% | -7.5% |
| 1Y | +11.0% | +21.5% | -10.4% | +2.0% |
| 3Y | -11.8% | +76.0% | -87.8% | -32.4% |
| All | -11.8% | +75.4% | -87.2% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling