+267.2%
OMC vs CF
+5,315.1%
-5,047.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +6.3% | -3.2% | +9.5% | +6.8% |
| 30D | +15.4% | +4.3% | +11.0% | +14.2% |
| 3M | +5.8% | +2.8% | +2.9% | +4.5% |
| 6M | +14.7% | +0.6% | +14.1% | +13.3% |
| YTD | +10.3% | +56.6% | -46.3% | -2.0% |
| 1Y | +23.2% | +49.6% | -26.4% | +10.4% |
| 3Y | +24.6% | +61.5% | -36.9% | +7.8% |
| 5Y | +50.1% | +124.0% | -73.9% | +15.5% |
| 10Y | +54.3% | +573.2% | -518.9% | -10.4% |
| All | +267.2% | +5,315.1% | -5,047.9% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling