-0.1%
CTAS vs ESTC
+0.7%
-0.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.1% |
| 7D | 0.0% | -4.3% | +4.3% | +0.1% |
| 30D | -1.0% | +17.7% | -18.7% | -1.5% |
| 3M | +15.8% | +42.3% | -26.5% | +14.3% |
| 6M | -1.0% | +64.6% | -65.6% | -2.5% |
| YTD | +7.4% | +17.2% | -9.8% | +6.6% |
| 1Y | -0.1% | -4.2% | +4.1% | -1.1% |
| All | -0.1% | +0.7% | -0.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling