+2,427.5%
ACN vs CTAS
+2,299.9%
+127.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.9% |
| 3M | +53.5% | +10.3% | +43.2% | +46.1% |
| 6M | +52.2% | +32.0% | +20.2% | +32.6% |
| YTD | -0.1% | +19.1% | -19.2% | -8.6% |
| 1Y | +11.0% | +21.5% | -10.4% | +0.6% |
| 3Y | -11.8% | +76.0% | -87.8% | -35.1% |
| 5Y | -22.8% | +110.9% | -133.7% | -48.2% |
| 10Y | +162.4% | +849.8% | -687.4% | -19.0% |
| All | +2,427.5% | +2,299.9% | +127.6% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling