+312.4%
CTAS vs ELAN
-25.7%
+338.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -1.0% | +8.4% | -9.4% | -2.8% |
| 3M | +15.8% | +1.2% | +14.5% | +14.9% |
| 6M | -1.0% | +2.6% | -3.6% | -2.9% |
| YTD | +7.4% | +5.9% | +1.5% | +4.4% |
| 1Y | -0.1% | +25.8% | -26.0% | -7.0% |
| 3Y | +66.3% | +106.8% | -40.5% | +27.1% |
| 5Y | +111.0% | -29.3% | +140.2% | +128.7% |
| All | +312.4% | -25.7% | +338.1% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling