+76.2%
OMC vs CFG
+396.4%
-320.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -6.4% | +1.5% | -7.9% | -7.0% |
| 30D | +1.1% | -3.8% | +4.9% | +2.5% |
| 3M | +10.4% | +11.5% | -1.1% | +5.9% |
| 6M | -1.7% | +19.2% | -20.9% | -8.3% |
| YTD | +4.4% | +23.7% | -19.3% | -4.3% |
| 1Y | +8.4% | +38.8% | -30.4% | -5.2% |
| 3Y | +14.4% | +178.9% | -164.5% | -25.3% |
| 5Y | +33.9% | +101.8% | -67.9% | -3.7% |
| 10Y | +34.9% | +317.3% | -282.4% | -31.2% |
| All | +76.2% | +396.4% | -320.2% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling