+194.9%
COR vs OMC
+53.9%
+141.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.4% | +6.8% | -4.4% | +1.5% |
| 30D | +7.7% | +16.2% | -8.5% | +5.6% |
| 3M | +7.5% | +6.0% | +1.5% | +6.5% |
| 6M | +34.1% | +17.7% | +16.4% | +31.0% |
| YTD | +3.9% | +13.5% | -9.6% | +1.8% |
| 1Y | -3.6% | +27.2% | -30.8% | -7.0% |
| 3Y | +80.5% | +30.4% | +50.1% | +70.9% |
| 5Y | +194.9% | +53.5% | +141.3% | +153.9% |
| All | +194.9% | +53.9% | +141.0% | +153.9% |
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