+6,287.0%
OMC vs CASY
+33,031.0%
-26,744.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +6.3% | +1.1% | +5.2% | +6.0% |
| 30D | +15.4% | +8.7% | +6.7% | +13.3% |
| 3M | +5.8% | -17.3% | +23.1% | +9.6% |
| 6M | +14.7% | -19.7% | +34.4% | +18.5% |
| YTD | +10.3% | +24.8% | -14.5% | +3.3% |
| 1Y | +23.2% | +31.9% | -8.7% | +13.9% |
| 3Y | +24.6% | +155.4% | -130.8% | -1.5% |
| 5Y | +50.1% | +250.6% | -200.5% | +9.7% |
| 10Y | +54.3% | +556.8% | -502.6% | -2.0% |
| All | +6,287.0% | +33,031.0% | -26,744.0% | +2,000.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling