+394.3%
CTAS vs ESTC
+23.0%
+371.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | +1.2% | -11.5% | +12.7% | +2.9% |
| 30D | +12.8% | -7.5% | +20.3% | +13.8% |
| 3M | +10.3% | +23.1% | -12.8% | +5.8% |
| 6M | +32.0% | +75.3% | -43.3% | +19.2% |
| YTD | +19.1% | +14.1% | +5.0% | +14.0% |
| 1Y | +21.5% | -0.6% | +22.1% | +18.4% |
| 3Y | +76.0% | +20.8% | +55.2% | +55.4% |
| 5Y | +110.9% | -48.8% | +159.6% | +108.2% |
| All | +394.3% | +23.0% | +371.3% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling