+109.6%
CTAS vs OMC
+29.1%
+80.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.8% |
| 7D | +1.0% | -4.2% | +5.2% | +2.3% |
| 30D | -1.1% | -7.5% | +6.4% | +1.2% |
| 3M | +11.5% | +4.6% | +6.9% | +9.6% |
| 6M | +0.2% | -4.8% | +5.0% | +1.2% |
| YTD | +7.2% | -1.0% | +8.2% | +6.4% |
| 1Y | 0.0% | +3.8% | -3.9% | -2.6% |
| 3Y | +65.9% | +10.2% | +55.7% | +55.9% |
| 5Y | +109.6% | +29.7% | +79.8% | +77.6% |
| All | +109.6% | +29.1% | +80.5% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling