+7,718.8%
CTAS vs EL
+1,792.3%
+5,926.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.4% |
| 7D | +1.2% | +0.8% | +0.4% | +0.8% |
| 30D | +12.8% | +16.5% | -3.8% | +7.7% |
| 3M | +10.3% | +29.2% | -18.9% | +1.5% |
| 6M | +32.0% | +27.9% | +4.1% | +21.1% |
| YTD | +19.1% | +6.2% | +12.9% | +13.2% |
| 1Y | +21.5% | +27.2% | -5.7% | +8.9% |
| 3Y | +76.0% | +3.2% | +72.8% | +56.1% |
| 5Y | +110.9% | -66.0% | +176.9% | +161.8% |
| 10Y | +849.8% | +58.3% | +791.5% | +614.2% |
| All | +7,718.8% | +1,792.3% | +5,926.4% | +2,912.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling