+818.4%
CTAS vs EL
+60.9%
+757.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.7% | +7.6% | -6.9% | -1.4% |
| 30D | +11.3% | +15.7% | -4.4% | +6.7% |
| 3M | +11.4% | +30.5% | -19.1% | +2.7% |
| 6M | +35.6% | +32.5% | +3.1% | +23.7% |
| YTD | +20.7% | +9.4% | +11.3% | +14.0% |
| 1Y | +22.8% | +28.4% | -5.5% | +10.1% |
| 3Y | +73.4% | +4.4% | +69.0% | +53.3% |
| 5Y | +117.6% | -64.5% | +182.1% | +205.2% |
| 10Y | +818.4% | +64.9% | +753.6% | +579.6% |
| All | +818.4% | +60.9% | +757.6% | +579.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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