+150.6%
OMC vs CG
+351.2%
-200.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.0% |
| 7D | -6.4% | -4.3% | -2.1% | -5.3% |
| 30D | +1.1% | -5.1% | +6.2% | +2.5% |
| 3M | +10.4% | +8.7% | +1.7% | +7.6% |
| 6M | -1.7% | -9.2% | +7.5% | +0.3% |
| YTD | +4.4% | -18.9% | +23.3% | +9.5% |
| 1Y | +8.4% | -25.6% | +34.1% | +16.0% |
| 3Y | +14.4% | +57.3% | -42.9% | -4.0% |
| 5Y | +33.9% | +10.2% | +23.7% | +19.6% |
| 10Y | +34.9% | +364.2% | -329.4% | -17.5% |
| All | +150.6% | +351.2% | -200.6% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling