+50.2%
OMC vs CNH
+106.0%
-55.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +1.9% | +3.0% | -1.2% | +0.6% |
| 30D | +12.2% | -0.6% | +12.8% | +12.1% |
| 3M | +0.6% | +14.6% | -14.0% | -5.6% |
| 6M | +21.0% | +11.8% | +9.2% | +13.4% |
| YTD | +12.4% | +30.4% | -18.1% | -1.8% |
| 1Y | +25.4% | +19.1% | +6.4% | +13.2% |
| 3Y | +29.2% | +30.2% | -1.0% | +9.6% |
| 5Y | +52.6% | -17.8% | +70.4% | +48.5% |
| All | +50.2% | +106.0% | -55.8% | +3.2% |
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