+55.5%
OMC vs CP
+261.0%
-205.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.5% |
| 7D | +5.4% | +2.8% | +2.6% | +4.1% |
| 30D | +15.7% | +11.3% | +4.4% | +10.2% |
| 3M | +4.9% | +2.9% | +2.0% | +3.5% |
| 6M | +17.3% | +9.8% | +7.5% | +12.1% |
| YTD | +13.0% | +28.5% | -15.5% | -0.2% |
| 1Y | +24.1% | +33.5% | -9.4% | +7.6% |
| 3Y | +31.2% | +31.9% | -0.7% | +12.2% |
| 5Y | +53.4% | +25.5% | +27.9% | +31.6% |
| 10Y | +55.5% | +257.6% | -202.0% | -13.5% |
| All | +55.5% | +261.0% | -205.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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