+322.0%
CMG vs OMC
+34.2%
+287.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.1% | -4.4% | +2.3% | -0.9% |
| 30D | +10.9% | -7.6% | +18.5% | +13.0% |
| 3M | +15.8% | +4.5% | +11.3% | +13.5% |
| 6M | +6.9% | -0.3% | +7.2% | +6.0% |
| YTD | -2.2% | -0.1% | -2.0% | -3.7% |
| 1Y | -7.1% | +4.6% | -11.7% | -10.2% |
| 3Y | -7.1% | +10.5% | -17.6% | -13.2% |
| 5Y | -4.8% | +31.7% | -36.5% | -16.5% |
| All | +322.0% | +34.2% | +287.8% | +244.8% |
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 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