+303.4%
CME vs OMC
+53.0%
+250.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | +3.9% | +1.9% | +2.1% | +3.5% |
| 30D | +11.3% | +12.2% | -0.9% | +8.2% |
| 3M | +19.6% | +0.6% | +19.0% | +19.2% |
| 6M | +8.1% | +21.0% | -12.9% | +2.5% |
| YTD | +20.4% | +12.4% | +8.0% | +15.4% |
| 1Y | +16.5% | +25.4% | -8.9% | +8.2% |
| 3Y | +66.4% | +29.2% | +37.3% | +48.0% |
| 5Y | +74.5% | +52.6% | +21.9% | +41.6% |
| All | +303.4% | +53.0% | +250.4% | +202.5% |
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 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