+676.6%
CTAS vs ELF
+357.0%
+319.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -1.8% | +5.4% | -7.2% | -2.5% |
| 30D | -0.2% | +27.0% | -27.2% | -3.3% |
| 3M | +11.7% | +113.2% | -101.5% | +0.9% |
| 6M | +0.7% | +36.6% | -35.9% | -4.1% |
| YTD | +7.4% | +44.2% | -36.8% | +1.0% |
| 1Y | -2.1% | -18.0% | +15.9% | -2.4% |
| 3Y | +62.9% | -19.9% | +82.9% | +52.1% |
| 5Y | +111.9% | +257.7% | -145.8% | +43.9% |
| All | +676.6% | +357.0% | +319.7% | +342.7% |
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