+475.2%
COR vs OMC
+51.0%
+424.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | +5.8% | +10.6% | -4.8% | +2.8% |
| 3M | +11.4% | +2.6% | +8.8% | +10.4% |
| 6M | +34.5% | +16.6% | +17.9% | +27.9% |
| YTD | +4.1% | +10.9% | -6.8% | -0.3% |
| 1Y | -3.1% | +22.1% | -25.2% | -10.0% |
| 3Y | +80.9% | +27.5% | +53.4% | +59.8% |
| 5Y | +195.1% | +50.6% | +144.5% | +133.6% |
| All | +475.2% | +51.0% | +424.2% | +319.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling