+761.4%
CTAS vs ELF
+383.9%
+377.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.5% |
| 7D | +1.2% | +4.0% | -2.8% | +0.6% |
| 30D | +12.8% | +10.6% | +2.2% | +11.2% |
| 3M | +10.3% | +25.8% | -15.5% | +6.8% |
| 6M | +32.0% | +89.1% | -57.1% | +20.7% |
| YTD | +19.1% | +52.7% | -33.6% | +11.1% |
| 1Y | +21.5% | +51.7% | -30.3% | +13.1% |
| 3Y | +76.0% | +14.2% | +61.8% | +55.2% |
| 5Y | +110.9% | +270.7% | -159.8% | +42.8% |
| 10Y | +849.8% | +341.9% | +507.9% | +437.0% |
| All | +761.4% | +383.9% | +377.5% | +386.8% |
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