+138.9%
CI vs OMC
+34.5%
+104.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | -2.0% | -5.8% | +3.7% | -0.2% |
| 30D | -1.8% | -4.8% | +3.0% | -0.4% |
| 3M | -4.2% | +9.2% | -13.5% | -7.4% |
| 6M | +2.7% | -2.5% | +5.2% | +2.8% |
| YTD | +1.9% | +2.6% | -0.6% | -0.7% |
| 1Y | -6.3% | +5.9% | -12.2% | -10.1% |
| 3Y | +3.9% | +14.2% | -10.3% | -5.6% |
| 5Y | +41.9% | +33.2% | +8.6% | +15.5% |
| All | +138.9% | +34.5% | +104.4% | +75.4% |
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