+252.2%
CTAS vs ONTO
+390.5%
-138.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.1% | -12.9% | -3.5% |
| 7D | +1.2% | -14.0% | +15.2% | +3.0% |
| 30D | +12.8% | -43.1% | +55.8% | +22.0% |
| 3M | +10.3% | -35.5% | +45.8% | +15.6% |
| 6M | +32.0% | -41.1% | +73.1% | +36.3% |
| YTD | +19.1% | +9.8% | +9.4% | +5.9% |
| 1Y | +21.5% | +31.5% | -10.0% | +3.2% |
| 3Y | +76.0% | +45.2% | +30.9% | +26.6% |
| 5Y | +110.9% | +86.7% | +24.2% | +28.8% |
| All | +252.2% | +390.5% | -138.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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