+110.7%
CTAS vs ONON
-23.0%
+133.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | 0.0% | -1.7% | +1.6% | +0.2% |
| 30D | -1.0% | -27.4% | +26.4% | +2.5% |
| 3M | +15.8% | -26.5% | +42.3% | +19.5% |
| 6M | -1.0% | -34.2% | +33.2% | +3.3% |
| YTD | +7.4% | -41.3% | +48.8% | +13.4% |
| 1Y | -0.1% | -39.7% | +39.5% | +4.8% |
| 3Y | +66.3% | -7.8% | +74.1% | +61.1% |
| All | +110.7% | -23.0% | +133.7% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling