+13.0%
CVS vs OMC
+52.4%
-39.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +6.6% | +1.9% | +4.7% | +6.3% |
| 30D | -0.4% | +12.2% | -12.6% | -2.3% |
| 3M | -5.3% | +0.6% | -5.9% | -5.5% |
| 6M | -7.7% | +21.0% | -28.7% | -10.7% |
| YTD | +16.0% | +12.4% | +3.7% | +13.3% |
| 1Y | +16.2% | +25.4% | -9.2% | +11.1% |
| 3Y | +47.6% | +29.2% | +18.4% | +39.3% |
| All | +13.0% | +52.4% | -39.5% | +2.4% |
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