+815.5%
CTAS vs ELV
+268.6%
+546.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +1.0% | +1.0% | +1.6% |
| 30D | +8.7% | +0.4% | +8.3% | +8.5% |
| 3M | +13.3% | +8.4% | +4.9% | +10.0% |
| 6M | +39.4% | +8.4% | +31.0% | +34.1% |
| YTD | +21.5% | +24.4% | -2.9% | +9.8% |
| 1Y | +21.9% | +33.5% | -11.6% | +7.1% |
| 3Y | +73.6% | -2.1% | +75.7% | +65.9% |
| 5Y | +116.2% | +5.8% | +110.4% | +94.7% |
| All | +815.5% | +268.6% | +546.9% | +442.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling