+32.3%
OMC vs CPB
-44.2%
+76.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.6% |
| 7D | -4.2% | -8.0% | +3.8% | -2.6% |
| 30D | -7.5% | -2.4% | -5.1% | -7.2% |
| 3M | +4.6% | +0.5% | +4.1% | +4.3% |
| 6M | -4.8% | -10.5% | +5.6% | -3.0% |
| YTD | -1.0% | -17.5% | +16.5% | +2.5% |
| 1Y | +3.8% | -31.0% | +34.9% | +11.5% |
| 3Y | +10.2% | -40.6% | +50.8% | +20.8% |
| 5Y | +29.7% | -37.7% | +67.4% | +39.4% |
| 10Y | +32.3% | -43.4% | +75.7% | +37.7% |
| All | +32.3% | -44.2% | +76.5% | +37.7% |
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