+4,462.8%
CNC vs OMC
+237.3%
+4,225.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | -3.9% | -6.2% | +2.4% | -1.5% |
| 30D | +0.8% | -7.6% | +8.4% | +3.6% |
| 3M | +0.1% | +7.4% | -7.3% | -3.5% |
| 6M | +79.7% | +0.1% | +79.5% | +77.6% |
| YTD | +58.9% | +0.4% | +58.5% | +55.7% |
| 1Y | +109.1% | +7.8% | +101.4% | +98.7% |
| 3Y | 0.0% | +11.8% | -11.8% | -9.1% |
| 5Y | +9.5% | +32.5% | -23.0% | -10.6% |
| 10Y | +95.7% | +34.2% | +61.4% | +51.1% |
| All | +4,462.8% | +237.3% | +4,225.5% | +1,952.7% |
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 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