+180.2%
CAH vs OMC
+9.5%
+170.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | -2.2% | -4.2% | +2.0% | -1.9% |
| 30D | +1.2% | -7.5% | +8.7% | +1.7% |
| 3M | +13.1% | +4.6% | +8.5% | +12.6% |
| 6M | +8.5% | -4.8% | +13.3% | +8.6% |
| YTD | +17.6% | -1.0% | +18.6% | +17.7% |
| 1Y | +60.7% | +3.8% | +56.8% | +59.8% |
| All | +180.2% | +9.5% | +170.7% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling