+50.2%
OMC vs CFG
+216.2%
-166.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +1.9% | +3.2% | -1.3% | +0.6% |
| 30D | +12.2% | +5.1% | +7.1% | +10.1% |
| 3M | +0.6% | -11.2% | +11.8% | +5.2% |
| 6M | +21.0% | +9.6% | +11.4% | +16.6% |
| YTD | +12.4% | +15.0% | -2.6% | +5.5% |
| 1Y | +25.4% | +29.9% | -4.4% | +12.2% |
| 3Y | +29.2% | +192.1% | -162.9% | -18.0% |
| 5Y | +52.6% | +62.3% | -9.7% | +18.5% |
| All | +50.2% | +216.2% | -166.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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