-37.7%
CAG vs OMC
+34.2%
-71.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -5.7% | -4.4% | -1.3% | -4.8% |
| 30D | -2.4% | -7.6% | +5.2% | -0.9% |
| 3M | +9.8% | +4.5% | +5.3% | +8.6% |
| 6M | -10.8% | -0.3% | -10.6% | -11.1% |
| YTD | -10.8% | -0.1% | -10.7% | -11.5% |
| 1Y | -19.0% | +4.6% | -23.6% | -20.5% |
| 3Y | -39.7% | +10.5% | -50.1% | -42.1% |
| 5Y | -43.0% | +31.7% | -74.7% | -48.3% |
| All | -37.7% | +34.2% | -71.9% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling