+73.6%
CTAS vs ECL
+79.8%
-6.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | +2.0% | +2.9% | -0.9% | +0.6% |
| 30D | +8.7% | +7.5% | +1.2% | +5.0% |
| 3M | +13.3% | +12.2% | +1.0% | +7.2% |
| 6M | +39.4% | +24.6% | +14.8% | +25.6% |
| YTD | +21.5% | +18.8% | +2.7% | +11.4% |
| 1Y | +21.9% | +19.3% | +2.5% | +11.4% |
| 3Y | +73.6% | +78.2% | -4.6% | +31.0% |
| All | +73.6% | +79.8% | -6.2% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling