-6.4%
CARR vs OMC
+7.0%
-13.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -3.8% | -4.4% | +0.6% | -3.7% |
| 30D | -8.9% | -7.6% | -1.3% | -8.9% |
| 3M | -17.3% | +4.5% | -21.8% | -17.2% |
| 6M | -1.4% | -0.3% | -1.1% | -1.3% |
| YTD | +10.0% | -0.1% | +10.1% | +11.1% |
| 1Y | -6.4% | +4.6% | -11.0% | -7.2% |
| All | -6.4% | +7.0% | -13.4% | -7.2% |
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