+8.4%
OMC vs CHD
+7.1%
+1.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -6.4% | -2.7% | -3.7% | -5.4% |
| 30D | +1.1% | -4.6% | +5.7% | +3.0% |
| 3M | +10.4% | +5.0% | +5.4% | +8.8% |
| 6M | -1.7% | -3.2% | +1.5% | -0.7% |
| YTD | +4.4% | +18.6% | -14.2% | -1.9% |
| 1Y | +8.4% | +4.8% | +3.6% | +10.3% |
| All | +8.4% | +7.1% | +1.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling