+73.6%
CTAS vs ONON
+24.8%
+48.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +2.0% | -10.0% | +12.0% | +3.0% |
| 30D | +8.7% | -5.3% | +14.0% | +9.1% |
| 3M | +13.3% | +6.5% | +6.8% | +12.4% |
| 6M | +39.4% | -5.0% | +44.4% | +39.2% |
| YTD | +21.5% | -27.6% | +49.1% | +23.8% |
| 1Y | +21.9% | -20.7% | +42.6% | +23.3% |
| 3Y | +73.6% | +26.6% | +47.0% | +73.8% |
| All | +73.6% | +24.8% | +48.8% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling