+813.9%
CTAS vs ECL
+205.6%
+608.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | +10.3% | +8.8% | +1.4% | +4.6% |
| 3M | +10.2% | +7.8% | +2.3% | +5.0% |
| 6M | +34.4% | +21.3% | +13.1% | +18.7% |
| YTD | +19.6% | +17.8% | +1.8% | +7.0% |
| 1Y | +21.8% | +21.1% | +0.7% | +7.0% |
| 3Y | +74.1% | +80.1% | -6.0% | +16.4% |
| 5Y | +114.0% | +40.5% | +73.6% | +65.7% |
| 10Y | +813.9% | +197.7% | +616.2% | +349.5% |
| All | +813.9% | +205.6% | +608.3% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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