+66.2%
CTAS vs EL
-34.0%
+100.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.5% |
| 7D | +0.5% | -6.5% | +7.0% | +1.1% |
| 30D | -0.7% | +11.1% | -11.9% | -1.8% |
| 3M | +11.1% | +10.7% | +0.4% | +9.8% |
| 6M | +2.1% | +6.9% | -4.7% | +1.0% |
| YTD | +8.0% | -6.3% | +14.2% | +7.4% |
| 1Y | -0.5% | +13.5% | -13.9% | -2.8% |
| 3Y | +66.2% | -33.1% | +99.3% | +73.3% |
| All | +66.2% | -34.0% | +100.2% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling