+50.6%
OMC vs CG
-21.9%
+72.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.1% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | +10.6% | +5.7% | +4.9% | +8.8% |
| 3M | +2.6% | -17.9% | +20.5% | +8.2% |
| 6M | +16.6% | -20.2% | +36.8% | +23.6% |
| YTD | +10.9% | -32.0% | +42.9% | +22.3% |
| 1Y | +22.1% | -27.0% | +49.1% | +31.6% |
| 3Y | +27.5% | +42.8% | -15.3% | +8.2% |
| 5Y | +50.6% | -23.4% | +74.1% | +44.3% |
| All | +50.6% | -21.9% | +72.5% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling