+55.2%
OMC vs CPB
-40.1%
+95.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | +1.6% | -4.1% | +5.6% | +2.5% |
| 30D | +15.3% | +16.9% | -1.6% | +11.5% |
| 3M | +4.5% | -0.6% | +5.0% | +4.3% |
| 6M | +20.8% | +11.4% | +9.4% | +17.5% |
| YTD | +13.5% | -14.8% | +28.3% | +16.5% |
| 1Y | +25.2% | -24.8% | +50.0% | +31.8% |
| 3Y | +30.5% | -36.6% | +67.1% | +40.9% |
| 5Y | +52.7% | -33.3% | +86.0% | +61.6% |
| 10Y | +55.2% | -40.4% | +95.6% | +51.9% |
| All | +55.2% | -40.1% | +95.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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