+1,767.1%
CVS vs OMC
+6,469.3%
-4,702.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +6.6% | +1.9% | +4.7% | +6.0% |
| 30D | -0.4% | +12.2% | -12.6% | -4.0% |
| 3M | -5.3% | +0.6% | -5.9% | -5.9% |
| 6M | -7.7% | +21.0% | -28.7% | -13.4% |
| YTD | +16.0% | +12.4% | +3.7% | +10.0% |
| 1Y | +16.2% | +25.4% | -9.2% | +6.5% |
| 3Y | +47.6% | +29.2% | +18.4% | +31.5% |
| 5Y | +12.3% | +52.6% | -40.3% | -7.1% |
| 10Y | +62.4% | +53.6% | +8.7% | +29.3% |
| All | +1,767.1% | +6,469.3% | -4,702.1% | +480.1% |
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