+820.2%
CTAS vs ACWI
+227.3%
+592.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | -0.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | +10.7% | -2.0% | +12.7% | +12.7% |
| 3M | +11.0% | -2.2% | +13.1% | +12.9% |
| 6M | +38.7% | +1.9% | +36.9% | +34.3% |
| YTD | +21.8% | +12.0% | +9.8% | +5.9% |
| 1Y | +23.6% | +12.5% | +11.0% | +6.8% |
| 3Y | +74.9% | +75.4% | -0.5% | -9.3% |
| 5Y | +119.5% | +61.5% | +58.0% | +25.2% |
| 10Y | +820.2% | +227.1% | +593.1% | +140.7% |
| All | +820.2% | +227.3% | +592.9% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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