+815.5%
CTAS vs ELF
+332.6%
+482.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.8% |
| 7D | +2.0% | +1.6% | +0.4% | +1.7% |
| 30D | +8.7% | +9.1% | -0.4% | +7.4% |
| 3M | +13.3% | +28.2% | -14.9% | +9.5% |
| 6M | +39.4% | +119.5% | -80.2% | +25.1% |
| YTD | +21.5% | +55.2% | -33.7% | +13.0% |
| 1Y | +21.9% | +58.6% | -36.7% | +12.9% |
| 3Y | +73.6% | +21.3% | +52.4% | +51.5% |
| 5Y | +116.2% | +276.2% | -160.0% | +45.5% |
| All | +815.5% | +332.6% | +482.8% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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