+29.7%
OMC vs CG
+5.5%
+24.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.3% |
| 7D | -4.2% | -6.4% | +2.2% | -2.4% |
| 30D | -7.5% | -7.1% | -0.4% | -5.6% |
| 3M | +4.6% | -1.6% | +6.2% | +4.9% |
| 6M | -4.8% | -8.3% | +3.5% | -3.0% |
| YTD | -1.0% | -23.8% | +22.8% | +5.8% |
| 1Y | +3.8% | -28.7% | +32.6% | +12.7% |
| 3Y | +10.2% | +49.2% | -38.9% | -7.2% |
| 5Y | +29.7% | +5.5% | +24.2% | +12.9% |
| All | +29.7% | +5.5% | +24.2% | +12.9% |
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