+31.8%
OMC vs CFG
+311.8%
-280.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -6.2% | -1.7% | -4.5% | -5.6% |
| 30D | -7.6% | -4.6% | -3.0% | -6.0% |
| 3M | +7.4% | +7.9% | -0.5% | +4.3% |
| 6M | +0.1% | +19.9% | -19.7% | -6.8% |
| YTD | +0.4% | +21.7% | -21.3% | -7.6% |
| 1Y | +7.8% | +38.4% | -30.7% | -6.0% |
| 3Y | +11.8% | +187.0% | -175.2% | -28.5% |
| 5Y | +32.5% | +99.5% | -67.1% | -5.1% |
| All | +31.8% | +311.8% | -280.0% | -29.0% |
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