+2,663.1%
CTAS vs EFV
+249.2%
+2,413.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +2.0% | +2.5% | -0.6% | +0.2% |
| 30D | +8.7% | +2.9% | +5.8% | +6.5% |
| 3M | +13.3% | -1.4% | +14.7% | +14.3% |
| 6M | +39.4% | +5.5% | +33.9% | +33.8% |
| YTD | +21.5% | +16.1% | +5.4% | +8.6% |
| 1Y | +21.9% | +20.3% | +1.6% | +6.2% |
| 3Y | +73.6% | +90.4% | -16.8% | +8.6% |
| 5Y | +116.2% | +93.5% | +22.7% | +32.8% |
| 10Y | +818.2% | +161.5% | +656.7% | +365.4% |
| All | +2,663.1% | +249.2% | +2,413.9% | +1,004.2% |
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