+269.6%
CTAS vs ACI
+29.9%
+239.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.4% |
| 7D | +1.2% | -2.2% | +3.4% | +1.4% |
| 30D | +12.8% | +10.3% | +2.5% | +11.7% |
| 3M | +10.3% | +7.2% | +3.1% | +9.5% |
| 6M | +32.0% | -18.0% | +50.0% | +33.8% |
| YTD | +19.1% | -22.0% | +41.1% | +21.2% |
| 1Y | +21.5% | -23.4% | +44.8% | +23.7% |
| 3Y | +76.0% | -35.8% | +111.9% | +82.0% |
| 5Y | +110.9% | -43.7% | +154.5% | +117.4% |
| All | +269.6% | +29.9% | +239.7% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling