+31.1%
OMC vs CHD
+126.1%
-95.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -4.4% | -4.5% | +0.1% | -3.3% |
| 30D | -7.6% | -6.7% | -0.9% | -6.0% |
| 3M | +4.5% | -2.7% | +7.2% | +5.3% |
| 6M | -0.3% | -4.9% | +4.7% | +0.9% |
| YTD | -0.1% | +13.3% | -13.5% | -3.1% |
| 1Y | +4.6% | +1.0% | +3.6% | +4.2% |
| 3Y | +10.5% | +1.3% | +9.1% | +9.4% |
| 5Y | +31.7% | +20.8% | +10.9% | +24.0% |
| All | +31.1% | +126.1% | -95.0% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling