+165.0%
CMI vs OMC
+30.5%
+134.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.7% | -4.4% | +3.7% | +0.7% |
| 30D | -12.4% | -7.6% | -4.8% | -10.4% |
| 3M | -14.8% | +4.5% | -19.3% | -17.2% |
| 6M | +0.8% | -0.3% | +1.1% | -0.6% |
| YTD | +10.2% | -0.1% | +10.3% | +7.5% |
| 1Y | +37.4% | +4.6% | +32.8% | +30.2% |
| 3Y | +153.3% | +10.5% | +142.8% | +125.4% |
| All | +165.0% | +30.5% | +134.5% | +102.3% |
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 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