-40.6%
ACN vs CTAS
+113.1%
-153.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -1.5% | -1.8% | +0.3% | -0.4% |
| 30D | +9.4% | -0.2% | +9.6% | +9.5% |
| 3M | +5.6% | +11.7% | -6.0% | -1.0% |
| 6M | -9.3% | +0.7% | -10.0% | -9.8% |
| YTD | -29.0% | +7.4% | -36.4% | -32.0% |
| 1Y | -24.7% | -2.1% | -22.6% | -23.9% |
| 3Y | -39.8% | +62.9% | -102.8% | -59.9% |
| All | -40.6% | +113.1% | -153.7% | -69.2% |
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 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