+772.7%
CTAS vs ELF
+393.8%
+379.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.0% |
| 7D | +0.7% | +6.3% | -5.6% | -0.1% |
| 30D | +11.3% | +8.5% | +2.8% | +10.1% |
| 3M | +11.4% | +24.4% | -13.0% | +8.1% |
| 6M | +35.6% | +94.7% | -59.1% | +23.6% |
| YTD | +20.7% | +55.9% | -35.2% | +12.3% |
| 1Y | +22.8% | +48.4% | -25.6% | +14.8% |
| 3Y | +73.4% | +24.6% | +48.8% | +50.8% |
| 5Y | +117.6% | +285.0% | -167.4% | +46.5% |
| 10Y | +818.4% | +357.2% | +461.2% | +417.5% |
| All | +772.7% | +393.8% | +379.0% | +391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling