-5.6%
CAG vs OMC
+24.5%
-30.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.2% | +0.7% | +4.8% |
| 7D | +9.7% | +12.5% | -2.8% | +7.0% |
| 30D | +15.8% | +16.3% | -0.5% | +12.5% |
| 3M | +1.8% | +8.1% | -6.3% | +0.1% |
| 6M | +11.5% | +17.2% | -5.6% | +8.1% |
| YTD | -6.7% | +11.8% | -18.5% | -7.3% |
| 1Y | -5.6% | +23.9% | -29.6% | -8.7% |
| All | -5.6% | +24.5% | -30.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling