+14,817.8%
CAH vs OMC
+5,896.1%
+8,921.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | +0.5% | -5.8% | +6.2% | +2.2% |
| 30D | +1.7% | -4.8% | +6.6% | +3.1% |
| 3M | +17.9% | +9.2% | +8.6% | +14.1% |
| 6M | +10.9% | -2.5% | +13.4% | +10.9% |
| YTD | +17.9% | +2.6% | +15.3% | +14.8% |
| 1Y | +61.7% | +5.9% | +55.7% | +55.3% |
| 3Y | +183.7% | +14.2% | +169.5% | +159.5% |
| 5Y | +401.3% | +33.2% | +368.1% | +325.7% |
| 10Y | +293.7% | +33.4% | +260.3% | +223.7% |
| All | +14,817.8% | +5,896.1% | +8,921.7% | +4,879.7% |
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 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