+116.9%
CTAS vs ELV
+6.8%
+110.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +10.2% | +1.1% | +9.2% | +10.0% |
| 3M | +12.1% | +8.2% | +3.9% | +10.5% |
| 6M | +38.3% | +10.2% | +28.0% | +35.2% |
| YTD | +21.9% | +24.4% | -2.5% | +15.7% |
| 1Y | +24.0% | +33.8% | -9.8% | +15.7% |
| 3Y | +75.1% | -1.4% | +76.5% | +73.2% |
| 5Y | +116.9% | +5.8% | +111.1% | +103.7% |
| All | +116.9% | +6.8% | +110.2% | +103.7% |
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 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