+98.0%
OMC vs CNH
+64.7%
+33.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -3.7% |
| 7D | -6.4% | +23.3% | -29.7% | -12.6% |
| 30D | +1.1% | +33.5% | -32.3% | -8.2% |
| 3M | +10.4% | +32.7% | -22.3% | 0.0% |
| 6M | -1.7% | +22.2% | -23.9% | -9.6% |
| YTD | +4.4% | +57.7% | -53.2% | -12.0% |
| 1Y | +8.4% | +28.0% | -19.5% | -2.4% |
| 3Y | +14.4% | +11.5% | +2.9% | +5.0% |
| 5Y | +33.9% | +11.9% | +22.0% | +19.6% |
| 10Y | +34.9% | +162.8% | -127.9% | -11.3% |
| All | +98.0% | +64.7% | +33.4% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling