+87.4%
COR vs OMC
+12.9%
+74.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.7% |
| 7D | -1.9% | -5.8% | +3.9% | -1.4% |
| 30D | +1.5% | -4.8% | +6.3% | +1.9% |
| 3M | +18.7% | +9.2% | +9.5% | +17.8% |
| 6M | -9.0% | -2.5% | -6.5% | -9.2% |
| YTD | -3.3% | +2.6% | -5.9% | -3.6% |
| 1Y | +9.8% | +5.9% | +3.9% | +9.0% |
| 3Y | +87.4% | +14.2% | +73.2% | +92.8% |
| All | +87.4% | +12.9% | +74.5% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling