+5,625.4%
COF vs OMC
+2,294.7%
+3,330.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | +0.8% |
| 7D | -2.7% | -4.2% | +1.6% | +0.1% |
| 30D | -3.4% | -7.5% | +4.1% | +1.3% |
| 3M | +15.4% | +4.6% | +10.8% | +10.7% |
| 6M | +14.4% | -4.8% | +19.3% | +16.2% |
| YTD | -12.0% | -1.0% | -11.0% | -14.9% |
| 1Y | -3.7% | +3.8% | -7.6% | -11.0% |
| 3Y | +121.1% | +10.2% | +110.8% | +91.8% |
| 5Y | +47.8% | +29.7% | +18.1% | +13.0% |
| 10Y | +250.3% | +32.3% | +218.0% | +160.3% |
| All | +5,625.4% | +2,294.7% | +3,330.7% | +1,044.0% |
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