+110.5%
CNC vs OMC
+24.5%
+86.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.2% | +7.4% | +11.2% |
| 7D | +13.4% | +12.5% | +0.8% | +10.1% |
| 30D | +18.2% | +16.3% | +1.9% | +14.0% |
| 3M | +18.6% | +8.1% | +10.6% | +16.1% |
| 6M | +41.9% | +17.2% | +24.8% | +34.9% |
| YTD | +84.7% | +11.8% | +73.0% | +80.5% |
| 1Y | +110.5% | +23.9% | +86.6% | +98.8% |
| All | +110.5% | +24.5% | +86.0% | +98.8% |
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