+61.8%
CME vs OMC
+31.9%
+29.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +1.7% | +6.8% | -5.2% | +1.3% |
| 30D | +10.2% | +16.2% | -6.0% | +9.4% |
| 3M | +17.8% | +6.0% | +11.8% | +17.3% |
| 6M | +11.0% | +17.7% | -6.7% | +10.3% |
| YTD | +17.0% | +13.5% | +3.6% | +16.2% |
| 1Y | +15.8% | +27.2% | -11.4% | +14.9% |
| 3Y | +61.8% | +30.4% | +31.4% | +61.5% |
| All | +61.8% | +31.9% | +29.9% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling