+1,078.3%
OMC vs CNI
+6,494.7%
-5,416.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.1% |
| 7D | -4.2% | +0.9% | -5.1% | -4.6% |
| 30D | -7.5% | -2.1% | -5.4% | -6.6% |
| 3M | +4.6% | +1.8% | +2.8% | +3.7% |
| 6M | -4.8% | +14.8% | -19.6% | -11.1% |
| YTD | -1.0% | +25.4% | -26.4% | -11.3% |
| 1Y | +3.8% | +32.9% | -29.1% | -9.6% |
| 3Y | +10.2% | +20.2% | -10.0% | -0.8% |
| 5Y | +29.7% | +12.2% | +17.6% | +19.1% |
| 10Y | +32.3% | +136.0% | -103.7% | -14.2% |
| All | +1,078.3% | +6,494.7% | -5,416.4% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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