+2,950.5%
CTAS vs ACM
+233.3%
+2,717.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +10.3% | -10.5% | +20.7% | +13.7% |
| 6M | +32.0% | -19.7% | +51.7% | +40.6% |
| YTD | +19.1% | -28.8% | +48.0% | +31.6% |
| 1Y | +21.5% | -47.9% | +69.3% | +49.7% |
| 3Y | +76.0% | -12.4% | +88.4% | +77.0% |
| 5Y | +110.9% | +0.6% | +110.3% | +100.1% |
| 10Y | +849.8% | +161.3% | +688.6% | +520.2% |
| All | +2,950.5% | +233.3% | +2,717.2% | +1,518.9% |
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 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