+169.6%
OMC vs CG
+282.0%
-112.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +12.2% | +11.2% | +1.0% | +8.9% |
| 3M | +0.6% | -22.1% | +22.7% | +7.6% |
| 6M | +21.0% | -17.9% | +38.9% | +27.1% |
| YTD | +12.4% | -31.3% | +43.7% | +23.2% |
| 1Y | +25.4% | -24.0% | +49.4% | +33.5% |
| 3Y | +29.2% | +45.0% | -15.8% | +10.9% |
| 5Y | +52.6% | -22.6% | +75.2% | +50.4% |
| 10Y | +53.6% | +282.1% | -228.5% | -1.1% |
| All | +169.6% | +282.0% | -112.4% | +66.7% |
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