+43.1%
COF vs OMC
+30.5%
+12.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.9% |
| 7D | -5.1% | -4.4% | -0.8% | -2.9% |
| 30D | -6.0% | -7.6% | +1.6% | -2.4% |
| 3M | +14.8% | +4.5% | +10.3% | +11.0% |
| 6M | +15.3% | -0.3% | +15.6% | +14.1% |
| YTD | -13.0% | -0.1% | -12.9% | -15.0% |
| 1Y | -5.7% | +4.6% | -10.3% | -11.4% |
| 3Y | +118.1% | +10.5% | +107.7% | +89.7% |
| All | +43.1% | +30.5% | +12.6% | +0.5% |
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 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