+31.8%
OMC vs CG
+321.9%
-290.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +2.2% |
| 7D | -6.2% | -9.8% | +3.6% | -3.3% |
| 30D | -7.6% | -10.3% | +2.7% | -4.6% |
| 3M | +7.4% | -1.7% | +9.1% | +7.6% |
| 6M | +0.1% | -9.8% | +10.0% | +2.6% |
| YTD | +0.4% | -25.6% | +26.0% | +8.5% |
| 1Y | +7.8% | -32.5% | +40.3% | +19.4% |
| 3Y | +11.8% | +45.6% | -33.8% | -6.0% |
| 5Y | +32.5% | +3.7% | +28.8% | +18.8% |
| All | +31.8% | +321.9% | -290.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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