+75.1%
CTVA vs OMC
+11.1%
+64.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -4.7% | -6.2% | +1.6% | -3.3% |
| 30D | +11.1% | -7.6% | +18.6% | +12.9% |
| 3M | +13.7% | +7.4% | +6.3% | +11.1% |
| 6M | +11.2% | +0.1% | +11.1% | +10.5% |
| YTD | +26.9% | +0.4% | +26.5% | +25.7% |
| 1Y | +18.8% | +7.8% | +11.0% | +14.8% |
| All | +75.1% | +11.1% | +64.0% | +60.7% |
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