+33.4%
OMC vs CP
+219.6%
-186.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -5.8% | +2.4% | -8.2% | -6.8% |
| 30D | -4.8% | -0.5% | -4.3% | -4.6% |
| 3M | +9.2% | +1.4% | +7.8% | +8.3% |
| 6M | -2.5% | +10.3% | -12.8% | -7.3% |
| YTD | +2.6% | +24.3% | -21.7% | -7.9% |
| 1Y | +5.9% | +20.4% | -14.5% | -3.6% |
| 3Y | +14.2% | +21.8% | -7.6% | +1.4% |
| 5Y | +33.2% | +31.5% | +1.7% | +11.5% |
| 10Y | +33.4% | +223.2% | -189.8% | -23.4% |
| All | +33.4% | +219.6% | -186.2% | -23.4% |
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