+650.2%
CTAS vs ACGL
+276.1%
+374.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | -1.8% | -0.7% | -1.1% | -1.4% |
| 30D | -0.2% | -1.0% | +0.8% | +0.3% |
| 3M | +11.7% | +11.0% | +0.6% | +5.6% |
| 6M | +0.7% | -0.3% | +1.0% | +0.5% |
| YTD | +7.4% | +2.3% | +5.1% | +5.5% |
| 1Y | -2.1% | +6.4% | -8.5% | -6.1% |
| 3Y | +62.9% | +34.0% | +29.0% | +34.0% |
| 5Y | +111.9% | +161.6% | -49.8% | +14.0% |
| All | +650.2% | +276.1% | +374.2% | +227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling