+216.8%
CB vs OMC
+32.3%
+184.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | -0.6% | -5.8% | +5.1% | +1.4% |
| 30D | -3.9% | -4.8% | +0.9% | -2.3% |
| 3M | +4.9% | +9.2% | -4.3% | +1.0% |
| 6M | +3.3% | -2.5% | +5.7% | +3.3% |
| YTD | +8.5% | +2.6% | +6.0% | +5.4% |
| 1Y | +22.1% | +5.9% | +16.1% | +16.4% |
| 3Y | +70.1% | +14.2% | +55.9% | +52.0% |
| 5Y | +97.4% | +33.2% | +64.1% | +57.5% |
| 10Y | +216.8% | +33.4% | +183.4% | +133.6% |
| All | +216.8% | +32.3% | +184.6% | +133.6% |
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