+50.2%
OMC vs CHD
+196.1%
-145.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +1.9% | +3.6% | -1.8% | +1.0% |
| 30D | +12.2% | +10.4% | +1.8% | +9.5% |
| 3M | +0.6% | +12.2% | -11.6% | -2.2% |
| 6M | +21.0% | +19.9% | +1.1% | +15.8% |
| YTD | +12.4% | +36.4% | -24.1% | +4.2% |
| 1Y | +25.4% | +35.1% | -9.7% | +16.5% |
| 3Y | +29.2% | +29.2% | 0.0% | +20.9% |
| 5Y | +52.6% | +33.4% | +19.2% | +40.0% |
| All | +50.2% | +196.1% | -145.9% | +19.9% |
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