-22.5%
ACN vs CTAS
+109.9%
-132.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.7% |
| 7D | +0.9% | +1.2% | -0.3% | +0.2% |
| 30D | +33.5% | +12.8% | +20.8% | +24.3% |
| 3M | +53.5% | +10.3% | +43.2% | +44.6% |
| 6M | +52.2% | +32.0% | +20.2% | +29.0% |
| YTD | -0.1% | +19.1% | -19.2% | -10.2% |
| 1Y | +11.0% | +21.5% | -10.4% | -1.4% |
| 3Y | -11.8% | +76.0% | -87.8% | -43.5% |
| All | -22.5% | +109.9% | -132.4% | -59.6% |
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 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