+32.5%
OMC vs CHD
+19.7%
+12.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | -6.2% | -4.7% | -1.5% | -5.0% |
| 30D | -7.6% | -8.3% | +0.8% | -5.4% |
| 3M | +7.4% | -4.0% | +11.4% | +8.6% |
| 6M | +0.1% | -6.5% | +6.7% | +1.8% |
| YTD | +0.4% | +13.1% | -12.7% | -2.4% |
| 1Y | +7.8% | +2.3% | +5.4% | +7.0% |
| 3Y | +11.8% | +1.8% | +10.0% | +11.3% |
| 5Y | +32.5% | +20.6% | +11.9% | +33.1% |
| All | +32.5% | +19.7% | +12.8% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling