0.0%
CTAS vs ELF
-27.0%
+27.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | 0.0% |
| 7D | +1.0% | -6.8% | +7.8% | +1.4% |
| 30D | -1.1% | +5.1% | -6.1% | -1.4% |
| 3M | +11.5% | +79.8% | -68.3% | +7.6% |
| 6M | +0.2% | +29.7% | -29.6% | -2.0% |
| YTD | +7.2% | +31.6% | -24.4% | +4.8% |
| 1Y | 0.0% | -27.9% | +27.9% | -1.2% |
| All | 0.0% | -27.0% | +27.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling