+23.9%
OMC vs CASY
+32.1%
-8.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +5.2% |
| 7D | +12.5% | +0.8% | +11.7% | +12.5% |
| 30D | +16.3% | +9.4% | +6.9% | +16.6% |
| 3M | +8.1% | -20.6% | +28.7% | +5.8% |
| 6M | +17.2% | -20.7% | +37.9% | +15.2% |
| YTD | +11.8% | +22.5% | -10.7% | +19.4% |
| 1Y | +23.9% | +29.5% | -5.5% | +31.1% |
| All | +23.9% | +32.1% | -8.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling