+19,269.7%
CMI vs OMC
+5,687.0%
+13,582.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.4% |
| 7D | +0.7% | -4.2% | +4.9% | +2.6% |
| 30D | -12.3% | -7.5% | -4.8% | -9.4% |
| 3M | -16.8% | +4.6% | -21.4% | -19.9% |
| 6M | +1.5% | -4.8% | +6.4% | +1.6% |
| YTD | +9.8% | -1.0% | +10.8% | +6.0% |
| 1Y | +42.6% | +3.8% | +38.7% | +33.1% |
| 3Y | +151.0% | +10.2% | +140.8% | +123.0% |
| 5Y | +167.0% | +29.7% | +137.3% | +114.6% |
| 10Y | +512.2% | +32.3% | +479.9% | +358.4% |
| All | +19,269.7% | +5,687.0% | +13,582.8% | +5,499.9% |
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