0.0%
CTAS vs ACM
-48.7%
+48.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.2% |
| 7D | +1.0% | -3.7% | +4.7% | +1.5% |
| 30D | -1.1% | -12.7% | +11.6% | +0.6% |
| 3M | +11.5% | -9.8% | +21.3% | +12.7% |
| 6M | +0.2% | -31.4% | +31.6% | +4.8% |
| YTD | +7.2% | -32.1% | +39.3% | +12.3% |
| 1Y | 0.0% | -47.8% | +47.8% | +7.9% |
| All | 0.0% | -48.7% | +48.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling