+813.9%
CTAS vs ACM
+147.1%
+666.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | -1.8% |
| 7D | -0.7% | +6.9% | -7.6% | -3.5% |
| 30D | +10.3% | +19.1% | -8.8% | +2.3% |
| 3M | +10.2% | -6.9% | +17.1% | +12.5% |
| 6M | +34.4% | -12.0% | +46.4% | +39.4% |
| YTD | +19.6% | -25.1% | +44.7% | +31.9% |
| 1Y | +21.8% | -45.4% | +67.2% | +54.5% |
| 3Y | +74.1% | -6.9% | +81.0% | +68.1% |
| 5Y | +114.0% | +3.7% | +110.3% | +93.3% |
| 10Y | +813.9% | +135.8% | +678.2% | +455.4% |
| All | +813.9% | +147.1% | +666.8% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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