+23,259.8%
CTAS vs OMC
+6,006.3%
+17,253.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | -1.8% | -6.4% | +4.6% | +0.7% |
| 30D | -0.2% | +1.1% | -1.3% | -0.8% |
| 3M | +11.7% | +10.4% | +1.3% | +7.0% |
| 6M | +0.7% | -1.7% | +2.4% | +0.7% |
| YTD | +7.4% | +4.4% | +3.0% | +3.8% |
| 1Y | -2.1% | +8.4% | -10.5% | -7.3% |
| 3Y | +62.9% | +14.4% | +48.5% | +48.1% |
| 5Y | +111.9% | +33.9% | +78.0% | +76.6% |
| 10Y | +652.2% | +34.9% | +617.3% | +502.6% |
| All | +23,259.8% | +6,006.3% | +17,253.5% | +7,644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling