+470.1%
CMS vs OMC
+6,349.1%
-5,878.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -0.5% | +6.3% | -6.8% | -2.0% |
| 30D | +7.2% | +15.4% | -8.2% | +3.5% |
| 3M | -1.3% | +5.8% | -7.0% | -2.8% |
| 6M | -4.3% | +14.7% | -19.0% | -8.1% |
| YTD | +2.1% | +10.3% | -8.2% | -1.8% |
| 1Y | -0.6% | +23.2% | -23.8% | -7.2% |
| 3Y | +38.0% | +24.6% | +13.4% | +26.4% |
| 5Y | +33.6% | +50.1% | -16.5% | +13.9% |
| 10Y | +128.6% | +54.3% | +74.3% | +85.0% |
| All | +470.1% | +6,349.1% | -5,878.9% | +130.5% |
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