+113.3%
CTAS vs ACM
-2.7%
+116.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.2% | +5.4% | -4.2% | -0.7% |
| 30D | +12.8% | +15.1% | -2.4% | +7.4% |
| 3M | +10.3% | -10.5% | +20.7% | +14.0% |
| 6M | +32.0% | -19.7% | +51.7% | +41.4% |
| YTD | +19.1% | -28.8% | +48.0% | +32.7% |
| 1Y | +21.5% | -47.9% | +69.3% | +54.4% |
| 3Y | +76.0% | -12.4% | +88.4% | +68.9% |
| All | +113.3% | -2.7% | +116.0% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling