+233.2%
CTAS vs ACI
+25.9%
+207.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -0.2% | +5.9% | -6.1% | -0.8% |
| 3M | +11.7% | -19.8% | +31.5% | +13.6% |
| 6M | +0.7% | -24.7% | +25.5% | +3.0% |
| YTD | +7.4% | -24.4% | +31.8% | +9.6% |
| 1Y | -2.1% | -31.5% | +29.4% | +0.8% |
| 3Y | +62.9% | -38.7% | +101.6% | +69.3% |
| 5Y | +111.9% | -42.8% | +154.7% | +118.7% |
| All | +233.2% | +25.9% | +207.4% | +220.0% |
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