+271.0%
CTAS vs ACI
+31.1%
+239.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -0.7% | -5.9% | +5.2% | -0.1% |
| 30D | +10.3% | +7.2% | +3.0% | +9.5% |
| 3M | +10.2% | +8.8% | +1.4% | +9.2% |
| 6M | +34.4% | -17.2% | +51.5% | +36.1% |
| YTD | +19.6% | -21.3% | +40.8% | +21.5% |
| 1Y | +21.8% | -23.7% | +45.5% | +24.1% |
| 3Y | +74.1% | -32.8% | +107.0% | +79.1% |
| 5Y | +114.0% | -41.4% | +155.4% | +120.2% |
| All | +271.0% | +31.1% | +239.9% | +254.6% |
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