+115.1%
OMC vs CNH
+40.2%
+74.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.7% |
| 7D | +6.8% | +4.5% | +2.3% | +5.2% |
| 30D | +16.2% | +7.6% | +8.5% | +13.3% |
| 3M | +6.0% | +17.0% | -11.0% | -0.5% |
| 6M | +17.7% | +12.9% | +4.8% | +10.7% |
| YTD | +13.5% | +34.3% | -20.8% | -0.3% |
| 1Y | +27.2% | +28.5% | -1.3% | +13.2% |
| 3Y | +30.4% | +31.9% | -1.5% | +12.5% |
| 5Y | +53.5% | -9.6% | +63.1% | +45.6% |
| 10Y | +57.0% | +106.3% | -49.3% | +9.5% |
| All | +115.1% | +40.2% | +74.9% | +52.2% |
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 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