+72.5%
CME vs OMC
+53.9%
+18.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +1.7% | +6.8% | -5.2% | +0.9% |
| 30D | +10.2% | +16.2% | -6.0% | +8.2% |
| 3M | +17.8% | +6.0% | +11.8% | +16.9% |
| 6M | +11.0% | +17.7% | -6.7% | +8.7% |
| YTD | +17.0% | +13.5% | +3.6% | +14.8% |
| 1Y | +15.8% | +27.2% | -11.4% | +11.9% |
| 3Y | +61.8% | +30.4% | +31.4% | +51.3% |
| 5Y | +72.5% | +53.5% | +19.0% | +45.8% |
| All | +72.5% | +53.9% | +18.6% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling