+35.7%
CMS vs OMC
+49.2%
-13.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -0.5% | +6.3% | -6.8% | -1.3% |
| 30D | +7.2% | +15.4% | -8.2% | +5.3% |
| 3M | -1.3% | +5.8% | -7.0% | -2.0% |
| 6M | -4.3% | +14.7% | -19.0% | -6.1% |
| YTD | +2.1% | +10.3% | -8.2% | +0.4% |
| 1Y | -0.6% | +23.2% | -23.8% | -3.9% |
| 3Y | +38.0% | +24.6% | +13.4% | +31.9% |
| All | +35.7% | +49.2% | -13.5% | +22.3% |
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