+113.3%
CTAS vs ESTC
-48.9%
+162.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | +1.2% | -11.5% | +12.7% | +2.4% |
| 30D | +12.8% | -7.5% | +20.3% | +13.5% |
| 3M | +10.3% | +23.1% | -12.8% | +7.0% |
| 6M | +32.0% | +75.3% | -43.3% | +22.7% |
| YTD | +19.1% | +14.1% | +5.0% | +15.6% |
| 1Y | +21.5% | -0.6% | +22.1% | +19.5% |
| 3Y | +76.0% | +20.8% | +55.2% | +60.4% |
| All | +113.3% | -48.9% | +162.2% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling