+100.3%
CB vs OMC
+35.1%
+65.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.4% |
| 7D | +0.5% | -6.4% | +6.9% | +1.9% |
| 30D | -3.1% | +1.1% | -4.2% | -3.4% |
| 3M | +9.0% | +10.4% | -1.5% | +6.3% |
| 6M | +2.9% | -1.7% | +4.6% | +2.8% |
| YTD | +10.1% | +4.4% | +5.7% | +8.2% |
| 1Y | +22.8% | +8.4% | +14.3% | +19.2% |
| 3Y | +73.8% | +14.4% | +59.4% | +62.5% |
| All | +100.3% | +35.1% | +65.2% | +64.3% |
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