+8,421.3%
CTAS vs ACGL
+4,429.2%
+3,992.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | -0.2% | -1.0% | +0.8% | +0.1% |
| 3M | +11.7% | +11.0% | +0.6% | +8.0% |
| 6M | +0.7% | -0.3% | +1.0% | +0.6% |
| YTD | +7.4% | +2.3% | +5.1% | +6.3% |
| 1Y | -2.1% | +6.4% | -8.5% | -4.4% |
| 3Y | +62.9% | +34.0% | +29.0% | +46.4% |
| 5Y | +111.9% | +161.6% | -49.8% | +52.8% |
| 10Y | +652.2% | +278.6% | +373.6% | +387.8% |
| All | +8,421.3% | +4,429.2% | +3,992.1% | +3,571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling