+395.2%
COR vs OMC
+34.2%
+360.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.8% | -4.4% | +1.5% | -1.6% |
| 30D | +2.6% | -7.6% | +10.2% | +4.6% |
| 3M | +14.5% | +4.5% | +9.9% | +12.5% |
| 6M | -7.8% | -0.3% | -7.6% | -8.3% |
| YTD | -4.2% | -0.1% | -4.1% | -5.5% |
| 1Y | +7.0% | +4.6% | +2.4% | +3.8% |
| 3Y | +85.5% | +10.5% | +75.1% | +71.3% |
| 5Y | +181.2% | +31.7% | +149.5% | +132.5% |
| All | +395.2% | +34.2% | +360.9% | +288.2% |
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