+671.2%
CTAS vs ELV
+278.2%
+393.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -2.6% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -3.1% | +7.2% | -10.2% | -5.5% |
| 3M | +10.3% | +3.4% | +6.9% | +8.1% |
| 6M | +1.6% | +48.6% | -47.0% | -12.8% |
| YTD | +6.3% | +20.6% | -14.2% | -2.8% |
| 1Y | -0.5% | +38.5% | -39.0% | -14.1% |
| 3Y | +64.6% | -2.4% | +67.0% | +57.0% |
| 5Y | +106.0% | +25.3% | +80.7% | +70.3% |
| All | +671.2% | +278.2% | +393.0% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling