+232.5%
CTAS vs ACI
+18.9%
+213.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +1.0% | -5.0% | +6.0% | +1.5% |
| 30D | -1.1% | -2.3% | +1.2% | -0.9% |
| 3M | +11.5% | -23.2% | +34.7% | +13.9% |
| 6M | +0.2% | -29.5% | +29.6% | +3.1% |
| YTD | +7.2% | -28.6% | +35.8% | +10.0% |
| 1Y | 0.0% | -34.0% | +34.0% | +3.3% |
| 3Y | +65.9% | -45.0% | +110.9% | +74.3% |
| 5Y | +109.6% | -44.0% | +153.6% | +117.2% |
| All | +232.5% | +18.9% | +213.7% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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