+31.1%
OMC vs CRS
+1,392.1%
-1,361.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | -4.4% | -6.8% | +2.4% | -2.7% |
| 30D | -7.6% | -16.1% | +8.5% | -3.6% |
| 3M | +4.5% | -21.2% | +25.7% | +10.1% |
| 6M | -0.3% | +8.7% | -8.9% | -4.1% |
| YTD | -0.1% | +41.0% | -41.1% | -10.9% |
| 1Y | +4.6% | +82.7% | -78.0% | -14.2% |
| 3Y | +10.5% | +604.8% | -594.3% | -42.0% |
| 5Y | +31.7% | +1,384.7% | -1,353.0% | -47.8% |
| All | +31.1% | +1,392.1% | -1,361.0% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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