-19.0%
CAG vs OMC
+7.0%
-26.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -5.7% | -4.4% | -1.3% | -5.0% |
| 30D | -2.4% | -7.6% | +5.2% | -1.2% |
| 3M | +9.8% | +4.5% | +5.3% | +9.0% |
| 6M | -10.8% | -0.3% | -10.6% | -11.1% |
| YTD | -10.8% | -0.1% | -10.7% | -10.0% |
| 1Y | -19.0% | +4.6% | -23.6% | -19.3% |
| All | -19.0% | +7.0% | -26.0% | -19.3% |
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