+55.2%
OMC vs CF
+485.9%
-430.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.6% | +10.4% | -8.8% | -0.6% |
| 30D | +15.3% | +7.6% | +7.8% | +13.3% |
| 3M | +4.5% | +5.2% | -0.7% | +2.7% |
| 6M | +20.8% | -0.1% | +20.8% | +19.5% |
| YTD | +13.5% | +61.7% | -48.2% | -1.6% |
| 1Y | +25.2% | +50.3% | -25.1% | +10.4% |
| 3Y | +30.5% | +66.0% | -35.5% | +9.4% |
| 5Y | +52.7% | +114.5% | -61.8% | +10.3% |
| 10Y | +55.2% | +471.5% | -416.3% | -13.3% |
| All | +55.2% | +485.9% | -430.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling