+1,697.2%
ACN vs CTAS
+2,063.7%
-366.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -1.5% | -1.8% | +0.3% | -0.6% |
| 30D | +9.4% | -0.2% | +9.6% | +9.5% |
| 3M | +5.6% | +11.7% | -6.0% | +0.1% |
| 6M | -9.3% | +0.7% | -10.0% | -9.7% |
| YTD | -29.0% | +7.4% | -36.4% | -31.5% |
| 1Y | -24.7% | -2.1% | -22.6% | -24.0% |
| 3Y | -39.8% | +62.9% | -102.8% | -54.1% |
| 5Y | -40.9% | +111.9% | -152.8% | -60.4% |
| 10Y | +91.1% | +652.2% | -561.1% | -34.0% |
| All | +1,697.2% | +2,063.7% | -366.4% | +193.5% |
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 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