+65.4%
CTAS vs ELV
-6.5%
+71.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -1.0% | +2.0% | -3.0% | -1.2% |
| 3M | +15.8% | -3.5% | +19.2% | +15.9% |
| 6M | -1.0% | +40.2% | -41.2% | -5.0% |
| YTD | +7.4% | +15.8% | -8.4% | +5.1% |
| 1Y | -0.1% | +33.2% | -33.3% | -4.1% |
| All | +65.4% | -6.5% | +71.8% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling