+5,947.5%
OMC vs CPB
+325.7%
+5,621.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.7% |
| 7D | -6.4% | -8.6% | +2.2% | -4.6% |
| 30D | +1.1% | -7.2% | +8.4% | +2.7% |
| 3M | +10.4% | +0.9% | +9.5% | +9.9% |
| 6M | -1.7% | -11.8% | +10.1% | +0.7% |
| YTD | +4.4% | -19.4% | +23.9% | +9.0% |
| 1Y | +8.4% | -30.4% | +38.8% | +16.7% |
| 3Y | +14.4% | -40.2% | +54.5% | +26.3% |
| 5Y | +33.9% | -39.5% | +73.4% | +45.9% |
| 10Y | +34.9% | -47.4% | +82.2% | +47.0% |
| All | +5,947.5% | +325.7% | +5,621.8% | +4,649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling