+25.9%
CMS vs OMC
+33.9%
-8.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | +0.4% | -6.4% | +6.8% | +1.1% |
| 30D | -3.6% | +1.1% | -4.7% | -3.8% |
| 3M | -1.9% | +10.4% | -12.3% | -3.2% |
| 6M | -11.0% | -1.7% | -9.3% | -11.0% |
| YTD | +0.2% | +4.4% | -4.2% | -0.7% |
| 1Y | -1.3% | +8.4% | -9.8% | -2.8% |
| 3Y | +35.9% | +14.4% | +21.5% | +31.5% |
| All | +25.9% | +33.9% | -8.0% | +16.7% |
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