+108.6%
CTAS vs ONON
-24.2%
+132.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | -5.3% | +4.0% | -0.7% |
| 30D | -3.1% | -13.1% | +10.1% | -1.5% |
| 3M | +10.3% | -29.3% | +39.6% | +14.4% |
| 6M | +1.6% | -34.5% | +36.2% | +6.1% |
| YTD | +6.3% | -42.2% | +48.6% | +12.5% |
| 1Y | -0.5% | -37.3% | +36.9% | +3.9% |
| 3Y | +64.6% | -9.3% | +73.8% | +59.7% |
| All | +108.6% | -24.2% | +132.7% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling