+2,650.2%
CTAS vs ACM
+230.8%
+2,419.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.8% | -3.7% | +1.9% | -0.5% |
| 30D | -0.2% | -11.1% | +10.9% | +3.5% |
| 3M | +11.7% | -8.0% | +19.7% | +14.1% |
| 6M | +0.7% | -29.7% | +30.4% | +12.7% |
| YTD | +7.4% | -29.4% | +36.8% | +19.3% |
| 1Y | -2.1% | -46.4% | +44.3% | +19.5% |
| 3Y | +62.9% | -22.3% | +85.3% | +71.4% |
| 5Y | +111.9% | +4.5% | +107.4% | +98.3% |
| 10Y | +652.2% | +127.6% | +524.5% | +414.1% |
| All | +2,650.2% | +230.8% | +2,419.4% | +1,367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling