+37.1%
OMC vs CNH
+151.6%
-114.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | 0.0% |
| 7D | -5.8% | +8.8% | -14.6% | -8.8% |
| 30D | -4.8% | +24.7% | -29.5% | -12.4% |
| 3M | +9.2% | +27.3% | -18.1% | -0.7% |
| 6M | -2.5% | +23.2% | -25.6% | -11.4% |
| YTD | +2.6% | +48.9% | -46.4% | -13.4% |
| 1Y | +5.9% | +19.4% | -13.5% | -3.4% |
| 3Y | +14.2% | +7.8% | +6.4% | +5.0% |
| 5Y | +33.2% | +8.7% | +24.5% | +18.1% |
| All | +37.1% | +151.6% | -114.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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