+8,060.4%
CI vs OMC
+6,533.5%
+1,526.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | +2.6% | +6.8% | -4.2% | +0.3% |
| 30D | +7.3% | +16.2% | -8.8% | +1.9% |
| 3M | +9.5% | +6.0% | +3.5% | +7.0% |
| 6M | +6.4% | +17.7% | -11.3% | -0.1% |
| YTD | +12.0% | +13.5% | -1.5% | +5.0% |
| 1Y | +20.1% | +27.2% | -7.1% | +7.9% |
| 3Y | +9.6% | +30.4% | -20.8% | -4.7% |
| 5Y | +52.7% | +53.5% | -0.8% | +21.4% |
| 10Y | +150.3% | +57.0% | +93.3% | +89.9% |
| All | +8,060.4% | +6,533.5% | +1,526.9% | +1,799.5% |
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