+111.8%
CTAS vs ONON
-22.6%
+134.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +1.3% |
| 7D | +0.5% | -2.1% | +2.6% | +0.8% |
| 30D | -0.7% | -11.6% | +10.9% | +0.7% |
| 3M | +11.1% | -30.1% | +41.2% | +15.4% |
| 6M | +2.1% | -30.5% | +32.6% | +5.9% |
| YTD | +8.0% | -41.0% | +49.0% | +13.9% |
| 1Y | -0.5% | -36.7% | +36.2% | +3.8% |
| 3Y | +66.2% | -8.6% | +74.8% | +61.2% |
| All | +111.8% | -22.6% | +134.4% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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