+287.5%
CAH vs OMC
+34.2%
+253.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -5.1% | -4.4% | -0.7% | -3.8% |
| 30D | +0.2% | -7.6% | +7.8% | +2.4% |
| 3M | +6.3% | +4.5% | +1.8% | +4.2% |
| 6M | +9.4% | -0.3% | +9.6% | +8.5% |
| YTD | +15.0% | -0.1% | +15.1% | +12.9% |
| 1Y | +55.4% | +4.6% | +50.8% | +49.6% |
| 3Y | +173.8% | +10.5% | +163.4% | +149.4% |
| 5Y | +395.2% | +31.7% | +363.5% | +300.8% |
| All | +287.5% | +34.2% | +253.2% | +200.7% |
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 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