+4,001.6%
CTAS vs ACWI
+330.0%
+3,671.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +1.2% | -2.4% | +3.5% | +3.2% |
| 30D | +12.8% | -5.2% | +18.0% | +17.9% |
| 3M | +10.3% | -4.8% | +15.1% | +14.8% |
| 6M | +32.0% | -1.3% | +33.3% | +32.1% |
| YTD | +19.1% | +8.4% | +10.7% | +9.2% |
| 1Y | +21.5% | +11.0% | +10.4% | +8.9% |
| 3Y | +76.0% | +70.6% | +5.5% | +6.3% |
| 5Y | +110.9% | +55.3% | +55.6% | +38.5% |
| 10Y | +849.8% | +223.2% | +626.6% | +246.6% |
| All | +4,001.6% | +330.0% | +3,671.7% | +1,041.4% |
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