+66.3%
CTAS vs ELF
-19.7%
+86.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.8% | +5.4% | -7.2% | -2.1% |
| 30D | -0.2% | +27.0% | -27.2% | -1.5% |
| 3M | +11.7% | +113.2% | -101.5% | +7.3% |
| 6M | +0.7% | +36.6% | -35.9% | -1.3% |
| YTD | +7.4% | +44.2% | -36.8% | +4.9% |
| 1Y | -2.1% | -18.0% | +15.9% | -2.6% |
| All | +66.3% | -19.7% | +86.0% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling