-89.5%
CDE vs OMC
+5,687.0%
-5,776.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.7% |
| 7D | -2.0% | -4.2% | +2.3% | -0.7% |
| 30D | +15.7% | -7.5% | +23.2% | +18.2% |
| 3M | +30.5% | +4.6% | +25.9% | +27.8% |
| 6M | -7.4% | -4.8% | -2.5% | -6.8% |
| YTD | +17.9% | -1.0% | +18.9% | +16.4% |
| 1Y | +46.7% | +3.8% | +42.9% | +41.9% |
| 3Y | +851.3% | +10.2% | +841.1% | +795.5% |
| 5Y | +202.9% | +29.7% | +173.2% | +167.4% |
| 10Y | +58.2% | +32.3% | +25.9% | +34.4% |
| All | -89.5% | +5,687.0% | -5,776.5% | -94.6% |
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 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