+2,951.1%
CTAS vs ELV
+2,594.5%
+356.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +1.0% | +1.0% | +1.7% |
| 30D | +8.7% | +0.4% | +8.3% | +8.5% |
| 3M | +13.3% | +8.4% | +4.9% | +10.3% |
| 6M | +39.4% | +8.4% | +31.0% | +34.6% |
| YTD | +21.5% | +24.4% | -2.9% | +11.1% |
| 1Y | +21.9% | +33.5% | -11.6% | +8.8% |
| 3Y | +73.6% | -2.1% | +75.7% | +66.2% |
| 5Y | +116.2% | +5.8% | +110.4% | +98.9% |
| 10Y | +818.2% | +268.9% | +549.3% | +456.3% |
| All | +2,951.1% | +2,594.5% | +356.6% | +1,124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling