+3,994.3%
CMG vs OMC
+228.8%
+3,765.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.1% |
| 7D | -6.5% | -4.2% | -2.2% | -4.9% |
| 30D | +12.1% | -7.5% | +19.6% | +15.3% |
| 3M | +20.6% | +4.6% | +15.9% | +16.8% |
| 6M | +2.1% | -4.8% | +6.9% | +2.7% |
| YTD | -2.6% | -1.0% | -1.6% | -5.0% |
| 1Y | -8.7% | +3.8% | -12.5% | -13.3% |
| 3Y | -7.4% | +10.2% | -17.6% | -16.8% |
| 5Y | -5.7% | +29.7% | -35.4% | -23.0% |
| 10Y | +322.3% | +32.3% | +290.0% | +212.4% |
| All | +3,994.3% | +228.8% | +3,765.5% | +1,772.3% |
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