+0.3%
CTAS vs ELV
+29.9%
-29.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.1% |
| 30D | -1.1% | -0.2% | -0.9% | -1.0% |
| 3M | +11.5% | -6.1% | +17.6% | +11.8% |
| 6M | +0.2% | +42.8% | -42.7% | -3.1% |
| YTD | +7.2% | +14.4% | -7.2% | +5.3% |
| All | +0.3% | +29.9% | -29.6% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling