+3,597.8%
CTAS vs ACWI
+356.8%
+3,241.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +11.7% | +2.4% | +9.3% | +8.7% |
| 6M | +0.7% | +12.4% | -11.7% | -10.1% |
| YTD | +7.4% | +15.2% | -7.8% | -6.3% |
| 1Y | -2.1% | +22.7% | -24.8% | -19.5% |
| 3Y | +62.9% | +75.8% | -12.8% | -3.8% |
| 5Y | +111.9% | +67.7% | +44.2% | +30.4% |
| 10Y | +652.2% | +229.0% | +423.2% | +170.1% |
| All | +3,597.8% | +356.8% | +3,241.0% | +878.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling