+7,803.6%
CI vs OMC
+6,349.1%
+1,454.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -1.6% | +6.3% | -7.8% | -3.6% |
| 30D | +5.4% | +15.4% | -9.9% | +0.3% |
| 3M | +7.3% | +5.8% | +1.5% | +5.0% |
| 6M | +5.3% | +14.7% | -9.4% | -0.3% |
| YTD | +8.5% | +10.3% | -1.8% | +2.7% |
| 1Y | +17.1% | +23.2% | -6.1% | +6.4% |
| 3Y | +1.4% | +24.6% | -23.2% | -10.4% |
| 5Y | +50.5% | +50.1% | +0.4% | +20.5% |
| 10Y | +168.5% | +54.3% | +114.3% | +105.0% |
| All | +7,803.6% | +6,349.1% | +1,454.5% | +1,757.7% |
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