+398.3%
CAH vs OMC
+31.0%
+367.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -1.9% |
| 7D | -5.1% | -6.2% | +1.2% | -4.2% |
| 30D | -1.8% | -7.6% | +5.8% | -0.8% |
| 3M | +9.4% | +7.4% | +2.0% | +8.0% |
| 6M | +9.2% | +0.1% | +9.1% | +8.8% |
| YTD | +15.7% | +0.4% | +15.2% | +15.0% |
| 1Y | +59.7% | +7.8% | +52.0% | +56.6% |
| 3Y | +178.5% | +11.8% | +166.6% | +165.8% |
| 5Y | +398.3% | +32.5% | +365.8% | +332.5% |
| All | +398.3% | +31.0% | +367.3% | +332.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling