+109.6%
CTAS vs ELV
+14.8%
+94.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | +1.0% | -2.2% | +3.2% | +1.4% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +11.5% | -6.1% | +17.6% | +12.4% |
| 6M | +0.2% | +42.8% | -42.7% | -7.2% |
| YTD | +7.2% | +14.4% | -7.2% | +3.3% |
| 1Y | 0.0% | +28.6% | -28.6% | -6.3% |
| 3Y | +65.9% | -7.4% | +73.3% | +65.2% |
| 5Y | +109.6% | +14.5% | +95.1% | +97.0% |
| All | +109.6% | +14.8% | +94.8% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling