+25.6%
CTAS vs ELAN
+13.9%
+11.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.1% |
| 7D | +7.6% | +11.7% | -4.1% | +6.4% |
| 30D | +17.2% | +12.4% | +4.8% | +15.8% |
| 3M | +12.8% | -1.1% | +13.9% | +12.6% |
| 6M | +38.0% | +12.4% | +25.5% | +35.8% |
| YTD | +22.7% | +11.8% | +10.9% | +21.5% |
| 1Y | +25.6% | +12.5% | +13.2% | +24.0% |
| All | +25.6% | +13.9% | +11.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling