+683.1%
CTAS vs OMC
+34.2%
+648.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +0.5% | -4.4% | +4.9% | +2.3% |
| 30D | -0.7% | -7.6% | +6.9% | +2.3% |
| 3M | +11.1% | +4.5% | +6.6% | +8.5% |
| 6M | +2.1% | -0.3% | +2.4% | +1.5% |
| YTD | +8.0% | -0.1% | +8.1% | +6.0% |
| 1Y | -0.5% | +4.6% | -5.1% | -4.7% |
| 3Y | +66.2% | +10.5% | +55.7% | +51.3% |
| 5Y | +109.2% | +31.7% | +77.5% | +68.2% |
| All | +683.1% | +34.2% | +648.9% | +477.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling