+5,947.5%
OMC vs CP
+7,669.4%
-1,721.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.4% | -2.7% | -3.7% | -5.5% |
| 30D | +1.1% | +0.2% | +0.9% | +1.0% |
| 3M | +10.4% | +2.6% | +7.8% | +9.3% |
| 6M | -1.7% | +6.0% | -7.7% | -4.1% |
| YTD | +4.4% | +24.9% | -20.5% | -4.1% |
| 1Y | +8.4% | +20.1% | -11.7% | +1.0% |
| 3Y | +14.4% | +16.4% | -2.0% | +6.5% |
| 5Y | +33.9% | +31.7% | +2.1% | +18.0% |
| 10Y | +34.9% | +223.9% | -189.0% | -14.3% |
| All | +5,947.5% | +7,669.4% | -1,721.9% | +1,410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling