+73.6%
CTAS vs OMC
+29.7%
+44.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +2.0% | +1.9% | +0.1% | +1.4% |
| 30D | +8.7% | +12.2% | -3.5% | +5.3% |
| 3M | +13.3% | +0.6% | +12.7% | +12.8% |
| 6M | +39.4% | +21.0% | +18.4% | +32.0% |
| YTD | +21.5% | +12.4% | +9.1% | +16.9% |
| 1Y | +21.9% | +25.4% | -3.5% | +13.3% |
| 3Y | +73.6% | +29.2% | +44.5% | +65.2% |
| All | +73.6% | +29.7% | +44.0% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling