+26,323.0%
CTAS vs OMC
+6,469.3%
+19,853.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | +2.0% | +1.9% | +0.1% | +1.2% |
| 30D | +8.7% | +12.2% | -3.5% | +3.9% |
| 3M | +13.3% | +0.6% | +12.7% | +12.7% |
| 6M | +39.4% | +21.0% | +18.4% | +28.5% |
| YTD | +21.5% | +12.4% | +9.1% | +13.9% |
| 1Y | +21.9% | +25.4% | -3.5% | +9.2% |
| 3Y | +73.6% | +29.2% | +44.5% | +50.3% |
| 5Y | +116.2% | +52.6% | +63.6% | +71.1% |
| 10Y | +818.2% | +53.6% | +764.5% | +598.4% |
| All | +26,323.0% | +6,469.3% | +19,853.7% | +8,400.1% |
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