+16.6%
OMC vs CG
-18.7%
+35.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -0.8% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | +10.6% | +5.7% | +4.9% | +8.5% |
| 3M | +2.6% | -17.9% | +20.5% | +8.7% |
| 6M | +16.6% | -20.2% | +36.8% | +25.0% |
| All | +16.6% | -18.7% | +35.3% | +25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling