+683.8%
CTAS vs ECL
+149.7%
+534.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.1% |
| 7D | +1.0% | -2.7% | +3.7% | +2.7% |
| 30D | -1.1% | -4.3% | +3.2% | +1.6% |
| 3M | +11.5% | +3.2% | +8.3% | +9.1% |
| 6M | +0.2% | -2.9% | +3.1% | +1.5% |
| YTD | +7.2% | +4.3% | +2.9% | +3.6% |
| 1Y | 0.0% | +1.6% | -1.7% | -2.2% |
| 3Y | +65.9% | +54.3% | +11.7% | +21.9% |
| 5Y | +109.6% | +26.5% | +83.1% | +72.5% |
| 10Y | +683.8% | +155.6% | +528.2% | +302.6% |
| All | +683.8% | +149.7% | +534.1% | +302.6% |
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