+2,342.7%
CTAS vs EFV
+258.8%
+2,083.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.8% | +1.5% | -3.3% | -2.8% |
| 30D | -0.2% | +1.7% | -1.9% | -1.4% |
| 3M | +11.7% | +8.6% | +3.0% | +5.2% |
| 6M | +0.7% | +11.7% | -11.0% | -7.2% |
| YTD | +7.4% | +19.3% | -11.9% | -5.7% |
| 1Y | -2.1% | +30.2% | -32.3% | -19.3% |
| 3Y | +62.9% | +91.6% | -28.6% | +1.5% |
| 5Y | +111.9% | +96.4% | +15.5% | +28.8% |
| 10Y | +652.2% | +166.5% | +485.7% | +276.4% |
| All | +2,342.7% | +258.8% | +2,083.9% | +858.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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