+134.0%
CNC vs OMC
+9.8%
+124.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.9% |
| 7D | +3.5% | -6.4% | +9.9% | +4.9% |
| 30D | +0.1% | +1.1% | -1.0% | -0.4% |
| 3M | +6.9% | +10.4% | -3.5% | +3.4% |
| 6M | +49.0% | -1.7% | +50.7% | +48.7% |
| YTD | +62.9% | +4.4% | +58.5% | +61.4% |
| 1Y | +134.0% | +8.4% | +125.6% | +128.2% |
| All | +134.0% | +9.8% | +124.2% | +128.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling