+91.4%
OMC vs CFG
+358.2%
-266.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +6.8% | +0.7% | +6.1% | +6.6% |
| 30D | +16.2% | +2.8% | +13.4% | +15.0% |
| 3M | +6.0% | -10.1% | +16.1% | +10.2% |
| 6M | +17.7% | +3.2% | +14.5% | +16.1% |
| YTD | +13.5% | +14.2% | -0.7% | +7.0% |
| 1Y | +27.2% | +27.4% | -0.2% | +15.0% |
| 3Y | +30.4% | +187.6% | -157.2% | -15.5% |
| 5Y | +53.5% | +65.7% | -12.2% | +19.1% |
| 10Y | +57.0% | +219.7% | -162.7% | -12.8% |
| All | +91.4% | +358.2% | -266.8% | -6.7% |
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