+216.7%
CTVA vs OMC
+29.0%
+187.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.5% | -4.4% | -0.1% | -2.9% |
| 30D | +11.3% | -7.6% | +18.9% | +14.4% |
| 3M | +12.3% | +4.5% | +7.8% | +9.4% |
| 6M | +7.2% | -0.3% | +7.4% | +6.0% |
| YTD | +26.0% | -0.1% | +26.1% | +23.0% |
| 1Y | +16.0% | +4.6% | +11.4% | +10.5% |
| 3Y | +73.9% | +10.5% | +63.4% | +57.8% |
| 5Y | +103.8% | +31.7% | +72.1% | +60.5% |
| All | +216.7% | +29.0% | +187.7% | +149.2% |
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