+35.1%
OMC vs CASY
+276.6%
-241.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +1.1% | -11.3% | +12.5% | +2.9% |
| 3M | +10.4% | -0.6% | +11.1% | +9.5% |
| 6M | -1.7% | +10.7% | -12.4% | -5.1% |
| YTD | +4.4% | +37.1% | -32.7% | -3.9% |
| 1Y | +8.4% | +52.3% | -43.9% | -3.0% |
| 3Y | +14.4% | +215.2% | -200.8% | -16.0% |
| All | +35.1% | +276.6% | -241.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling