+662.9%
CTAS vs ACM
+128.0%
+534.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | 0.0% | -0.3% | +0.2% | +0.1% |
| 30D | -1.0% | -12.9% | +11.9% | +4.2% |
| 3M | +15.8% | -6.4% | +22.1% | +17.8% |
| 6M | -1.0% | -29.2% | +28.2% | +13.1% |
| YTD | +7.4% | -29.9% | +37.4% | +22.2% |
| 1Y | -0.1% | -47.3% | +47.1% | +28.2% |
| 3Y | +66.3% | -19.6% | +85.9% | +72.0% |
| 5Y | +111.0% | +5.5% | +105.5% | +88.9% |
| 10Y | +662.9% | +129.7% | +533.2% | +368.7% |
| All | +662.9% | +128.0% | +534.9% | +368.7% |
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