+246.7%
CB vs OMC
+56.4%
+190.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +0.7% | +6.8% | -6.1% | -1.7% |
| 30D | +8.2% | +16.2% | -8.0% | +2.5% |
| 3M | +6.3% | +6.0% | +0.3% | +3.8% |
| 6M | +16.2% | +17.7% | -1.5% | +8.6% |
| YTD | +19.3% | +13.5% | +5.9% | +11.6% |
| 1Y | +29.2% | +27.2% | +2.0% | +15.2% |
| 3Y | +71.4% | +30.4% | +41.0% | +45.8% |
| 5Y | +104.2% | +53.5% | +50.7% | +54.3% |
| 10Y | +246.7% | +57.0% | +189.7% | +143.8% |
| All | +246.7% | +56.4% | +190.2% | +143.8% |
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