+5,760.6%
CRM vs OMC
+272.3%
+5,488.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | -4.4% | -4.4% | -0.1% | -2.0% |
| 30D | +28.1% | -7.6% | +35.7% | +34.0% |
| 3M | +48.8% | +4.5% | +44.3% | +44.6% |
| 6M | +28.3% | -0.3% | +28.5% | +27.7% |
| YTD | -6.0% | -0.1% | -5.9% | -7.8% |
| 1Y | +1.4% | +4.6% | -3.2% | -4.4% |
| 3Y | +11.8% | +10.5% | +1.4% | -1.2% |
| 5Y | -2.0% | +31.7% | -33.7% | -25.2% |
| 10Y | +239.6% | +33.5% | +206.1% | +122.5% |
| All | +5,760.6% | +272.3% | +5,488.3% | +1,292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling