+86.1%
OMC vs CFG
+347.0%
-260.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +6.3% | -0.9% | +7.2% | +6.7% |
| 30D | +15.4% | +1.1% | +14.3% | +14.9% |
| 3M | +5.8% | -12.0% | +17.7% | +10.8% |
| 6M | +14.7% | -2.2% | +16.9% | +15.4% |
| YTD | +10.3% | +11.4% | -1.1% | +5.0% |
| 1Y | +23.2% | +27.8% | -4.6% | +11.3% |
| 3Y | +24.6% | +173.3% | -148.7% | -17.7% |
| 5Y | +50.1% | +62.4% | -12.4% | +17.3% |
| 10Y | +54.3% | +249.6% | -195.3% | -16.3% |
| All | +86.1% | +347.0% | -260.9% | -8.5% |
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 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