+818.4%
CTAS vs ACGL
+332.0%
+486.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +0.7% | +1.3% | -0.6% | 0.0% |
| 30D | +11.3% | +14.2% | -2.9% | +3.9% |
| 3M | +11.4% | +11.1% | +0.3% | +5.4% |
| 6M | +35.6% | +16.4% | +19.3% | +25.1% |
| YTD | +20.7% | +13.8% | +6.9% | +12.1% |
| 1Y | +22.8% | +21.6% | +1.3% | +10.2% |
| 3Y | +73.4% | +33.5% | +39.9% | +44.0% |
| 5Y | +117.6% | +174.8% | -57.3% | +14.9% |
| 10Y | +818.4% | +330.4% | +488.1% | +277.6% |
| All | +818.4% | +332.0% | +486.4% | +277.6% |
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