+180.9%
COR vs OMC
+29.1%
+151.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | -3.9% | -4.2% | +0.4% | -3.4% |
| 30D | -0.3% | -7.5% | +7.2% | +0.6% |
| 3M | +15.9% | +4.6% | +11.2% | +15.0% |
| 6M | -10.3% | -4.8% | -5.4% | -10.0% |
| YTD | -3.7% | -1.0% | -2.7% | -4.0% |
| 1Y | +9.1% | +3.8% | +5.2% | +8.0% |
| 3Y | +86.6% | +10.2% | +76.4% | +80.6% |
| 5Y | +180.9% | +29.7% | +151.2% | +148.4% |
| All | +180.9% | +29.1% | +151.9% | +148.4% |
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