+5,947.5%
OMC vs CHD
+10,220.8%
-4,273.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -6.4% | -2.7% | -3.7% | -5.9% |
| 30D | +1.1% | -4.6% | +5.7% | +2.1% |
| 3M | +10.4% | +5.0% | +5.4% | +9.3% |
| 6M | -1.7% | -3.2% | +1.5% | -1.1% |
| YTD | +4.4% | +18.6% | -14.2% | +0.7% |
| 1Y | +8.4% | +4.8% | +3.6% | +7.2% |
| 3Y | +14.4% | +6.1% | +8.3% | +12.2% |
| 5Y | +33.9% | +24.0% | +9.9% | +26.3% |
| 10Y | +34.9% | +124.5% | -89.6% | +10.8% |
| All | +5,947.5% | +10,220.8% | -4,273.3% | +2,711.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling