+114.6%
CTAS vs ACWI
+67.7%
+47.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | +0.5% | -2.3% | -2.2% |
| 30D | -0.2% | +0.9% | -1.1% | -0.9% |
| 3M | +11.7% | +2.4% | +9.3% | +9.1% |
| 6M | +0.7% | +12.4% | -11.7% | -9.2% |
| YTD | +7.4% | +15.2% | -7.8% | -5.3% |
| 1Y | -2.1% | +22.7% | -24.8% | -18.5% |
| 3Y | +62.9% | +75.8% | -12.8% | -3.6% |
| All | +114.6% | +67.7% | +47.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling