+25.6%
CTAS vs ACGL
+28.7%
-3.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.2% |
| 7D | +7.6% | +8.0% | -0.4% | +4.2% |
| 30D | +17.2% | +17.3% | -0.1% | +9.9% |
| 3M | +12.8% | +11.2% | +1.5% | +7.9% |
| 6M | +38.0% | +18.2% | +19.8% | +29.3% |
| YTD | +22.7% | +15.4% | +7.3% | +15.2% |
| 1Y | +25.6% | +26.5% | -0.9% | +12.5% |
| All | +25.6% | +28.7% | -3.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling