+32.0%
CTAS vs ACGL
+13.9%
+18.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.2% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | +12.8% | +13.7% | -1.0% | +5.9% |
| 3M | +10.3% | +8.0% | +2.2% | +6.2% |
| 6M | +32.0% | +13.3% | +18.7% | +25.5% |
| All | +32.0% | +13.9% | +18.1% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling