+67.2%
CAH vs OMC
+9.8%
+57.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | +5.4% | -6.4% | +11.8% | +5.7% |
| 30D | +3.3% | +1.1% | +2.2% | +3.1% |
| 3M | +22.8% | +10.4% | +12.4% | +21.9% |
| 6M | +11.3% | -1.7% | +13.0% | +11.0% |
| YTD | +21.1% | +4.4% | +16.7% | +22.0% |
| 1Y | +67.2% | +8.4% | +58.8% | +68.9% |
| All | +67.2% | +9.8% | +57.5% | +68.9% |
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