+585.0%
CAG vs OMC
+5,687.0%
-5,101.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.4% |
| 7D | -6.6% | -4.2% | -2.4% | -6.0% |
| 30D | +2.3% | -7.5% | +9.8% | +3.6% |
| 3M | +16.3% | +4.6% | +11.7% | +15.3% |
| 6M | -16.0% | -4.8% | -11.2% | -15.5% |
| YTD | -7.7% | -1.0% | -6.7% | -8.2% |
| 1Y | -16.0% | +3.8% | -19.9% | -17.3% |
| 3Y | -37.7% | +10.2% | -47.9% | -39.7% |
| 5Y | -41.2% | +29.7% | -70.9% | -45.3% |
| 10Y | -33.8% | +32.3% | -66.1% | -40.0% |
| All | +585.0% | +5,687.0% | -5,101.9% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling